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Stochastic Calculus and Applications
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, t…
- Edition
- 2
- ISBN/ISSN
- 978-1-4939-2867-5
- Collation
- -
- Series Title
- XXIII, 666,
- Call Number
- -
Stochastic Calculus and Applications
The theory of probability and stochastic calculus has grown significantly since the publication of the first edition of this book. The theory of stochastic integration and semimartingales, a relatively recent development at the time of the first edition, is now a standard and significant part of the working mathematician’s toolkit. Concepts such as Backward SDEs, which were unheard of in 1…
- Edition
- -
- ISBN/ISSN
- 978-1-4939-2867-5
- Collation
- -
- Series Title
- -
- Call Number
- -
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