ENGLISH

A Course of Stochastic Analysis

By Alexander Melnikov

Book information

Publisher
Springer Nature
Year
2023
ISBN
9783031253263, 9783031253256, 3031253264
Language
english
Format
EPUB
Filesize
20 MB (20460204 bytes)
Pages
214\0
Library
SoftArchive
Time added
2023-07-16 18:46:30

Description

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.

Similar books