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Stochastic Analysis - Hiroyuki (Aoyama Gakuin University Matsumoto - Bog

- Ito and Malliavin Calculus in Tandem

af Hiroyuki (Aoyama Gakuin University Matsumoto, Setsuo (Kyushu University Taniguchi

indgår i Cambridge Studies in Advanced Mathematics serien

Stochastic Analysis af Hiroyuki (Aoyama Gakuin University Matsumoto
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..

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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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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