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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 present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.