Stochastic calculus and applications
Auteur :
Cohen, Samuel N. / Elliott, Robert J.
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781493928668
Date de publication :
19 nov. 2015
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.