A Course of Stochastic Analysis
商品資訊
ISBN13：9783031253256
出版社：Springer Nature
作者：Alexander Melnikov
出版日：2023/03/23
裝訂：精裝
商品簡介
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.
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