A Course of Stochastic Analysis
Melnikov, Alexander
ISBN 10: 3031253272 ISBN 13: 9783031253270
Published by Springer, 2023
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Soft cover
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Ria Christie Collections, Uxbridge, United Kingdom
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The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.
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Bibliographic Details
Title: A Course of Stochastic Analysis
Publisher: Springer
Publication Date: 2023
Binding: Soft cover
Condition: New
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