Stochastic analysis, stochastic systems, and applications to finance /
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...
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: | |
Acceso en línea: | Texto completo |
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