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Stochastic Analysis - Hiroyuki (Aoyama Gakuin University Matsumoto - Bog

- Ito and Malliavin Calculus in Tandem

Bag om Stochastic Analysis

This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781107140516
  • Indbinding:
  • Hardback
  • Sideantal:
  • 357
  • Udgivet:
  • 7. november 2016
  • Størrelse:
  • 235x161x26 mm.
  • Vægt:
  • 638 g.
  • Ukendt - mangler pt..
Forlænget returret til d. 31. januar 2025

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Beskrivelse af Stochastic Analysis

This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.

Brugerbedømmelser af Stochastic Analysis



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