Stochastic analysis, stochastic systems, and applications to finance /

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This book introduces some advanced topics in probability theories - both pure and applied - is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book disc...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Tsoi, Allanus Hak-Man, 1955- (Editor ), Nualart, David, 1951- (Editor ), Yin, George, 1954- (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New Jersey : World Scientific, [2011]
Temas:
Stochastic analysis.
Stochastic approximation.
Finance > Mathematical models.
Analyse stochastique.
Approximation stochastique.
Finances > Modèles mathématiques.
Finance > Mathematical models
Stochastic analysis
Stochastic approximation
Conference papers and proceedings
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