Stochastic Analysis

Stochastic Analysis

Kusuoka, Shigeo

Springer Verlag, Singapore

10/2021

218

Mole

Inglês

9789811588662

15 a 20 dias

361

Descrição não disponível.

Chapter ?1. Preparations from probability theory.- Chapter 2. Martingale with discrete parameter.- Chapter 3. Martingale with continuous parameter.- Chapter 4. Stochastic integral.- Chapter 5. Applications of stochastic integral.- Chapter 6. Stochastic differential equation.- Chapter 7. Application to finance.- Chapter 8. Appendices.- References.

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Martingale for Continuous Time Parameters;Stochastic Integrals;Brownian Motions;Stochastic Differential Equations;Euler--Maruyama Approximations;Applications to Mathematical Finances