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: 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

624 129 34MB Read more

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

942 167 53MB 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

1,006 179 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

564 66 4MB Read more

Noncausal stochastic calculus 9784431565741, 9784431565765

617 94 1MB Read more

Probability, Mathematical Statistics, and Stochastic Processes

513 206 45MB Read more

Probability theory and stochastic processes 9783030401825, 9783030401832

1,624 343 5MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

671 111 4MB Read more