A Course of Stochastic Analysis Hardback
by Alexander Melnikov
Part of the CMS/CAIMS Books in Mathematics series
Hardback
Description
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes.
The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes.
The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject.
The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.
Information
-
Out of stock
- Format:Hardback
- Pages:208 pages, 1 Illustrations, color; 2 Illustrations, black and white; X, 208 p. 3 illus., 1 illus. in
- Publisher:Springer International Publishing AG
- Publication Date:04/04/2023
- Category:
- ISBN:9783031253256
Other Formats
- Paperback / softback from £37.09
Information
-
Out of stock
- Format:Hardback
- Pages:208 pages, 1 Illustrations, color; 2 Illustrations, black and white; X, 208 p. 3 illus., 1 illus. in
- Publisher:Springer International Publishing AG
- Publication Date:04/04/2023
- Category:
- ISBN:9783031253256
