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Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale f
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Type: BOOK - Published: 2022-03-09 - Publisher: CRC Press
Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffus
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Type: BOOK - Published: 2014-11-19 - Publisher: Springer
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
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Pages: 327
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Language: en
Pages: 368
Pages: 368
Type: BOOK - Published: 2014-01-09 - Publisher: OUP Oxford
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic
