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

151 103 2MB Read more

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

680 78 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

213 20 34MB Read more

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

657 129 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

157 13 4MB Read more

Noncausal stochastic calculus 9784431565741, 9784431565765

473 76 1MB Read more

Probability theory and stochastic processes 9783030401825, 9783030401832

865 206 5MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

500 69 4MB Read more

Stochastic Calculus of Variations: For Jump Processes [2 ed.] 9783110378078, 9783110377767

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

139 30 2MB Read more

Stochastic Calculus of Variations: For Jump Processes [3rd ed.] 9783110675290, 9783110675283

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid

116 98 56MB Read more