Das Buch ist derzeit nicht auf Lager

A Course of Stochastic Analysis

Autor*innen

Alexander Melnikov

Parameter

220 Seiten
8 Lesestunden

Mathematik

Mehr zum Buch

Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.