Brownian Motion, Martingales, and Stochastic Calculus

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

818 128 53MB Read more

Brownian Motion, Martingales, and Stochastic Calculus [1 ed.] 3319310887, 9783319310886, 9783319310893

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

896 121 2MB Read more

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

466 85 34MB Read more

Brownian motion and stochastic calculus [2 ed.] 0387976558, 3540976558, 0387965351, 1972373374, 1973213214

448 42 4MB Read more

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

304 40 4MB Read more

Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

455 111 3MB Read more

Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) 9783662599037, 9783662599020, 3662599031

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

131 80 20MB Read more

Stochastic Processes and Calculus

1,302 132 4MB Read more

Stochastic Calculus and Applications

244 67 455KB Read more