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Stochastic Analysis

Parametre

  • 232 stránok
  • 9 hodin čítania

Viac o knihe

Focused on advanced concepts in probability theory and mathematical finance, this book reviews essential results before delving into discrete and continuous martingales, stochastic integrations, and differential equations influenced by Brownian motion. It culminates in practical applications within mathematical finance, catering to university seniors and graduate students. The text emphasizes rigorous proofs for theorems and propositions, requiring readers to have a foundational understanding of linear algebra and measure theory.

Vydanie

Nákup knihy

Stochastic Analysis, Shigeo Kusuoka

Jazyk
Rok vydania
2021
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