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Stochastic Analysis - Shigeo Kusuoka - Bog

Bag om Stochastic Analysis

Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811588631
  • Indbinding:
  • Hardback
  • Sideantal:
  • 218
  • Udgivet:
  • 20. oktober 2020
  • Udgave:
  • 12020
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 518 g.
  • 8-11 hverdage.
  • 20. november 2024

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  • BLACK NOVEMBER

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

Beskrivelse af Stochastic Analysis

Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.

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