Stochastic Processes and Calculus

Stochastic Calculus of Variations for Jump Processes 9783110282009

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for

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Stochastic Calculus and Applications

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Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

818 128 53MB 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

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Stochastic Processes and Calculus: An Elementary Introduction with Applications 9783319234281, 3319234285

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and econo

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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, Martingales, and Stochastic Calculus

601 85 4MB Read more

Noncausal stochastic calculus 9784431565741, 9784431565765

559 83 1MB Read more

Probability, Mathematical Statistics, and Stochastic Processes

189 123 45MB Read more

Probability theory and stochastic processes 9783030401825, 9783030401832

1,172 281 5MB Read more