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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 1982 (apart from one paper of Bismut), are now understood to be
fundamental to the theory of stochastic control and mathematical finance

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Series Title
-
Call Number
-
Publisher
London : Springer.,
Collation
-
Language
English
ISBN/ISSN
978-1-4939-2867-5
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
-
Subject(s)
Mathematics
Specific Detail Info
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Statement of Responsibility
Other Information
Cataloger
Jemadi
Source
https://link.springer.com/content/pdf/10.1007/978-1-4939-2867-5.pdf?pdf=button
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