Stochastic Analysis

Kusuoka, Shigeo

Stochastic Analysis
  • 出版商: Springer
  • 出版日期: 2021-10-21
  • 售價: $5,140
  • 貴賓價: 9.5 折 $4,883
  • 語言: 英文
  • 頁數: 232
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 981158866X
  • ISBN-13: 9789811588662
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

相關主題

商品描述

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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