Introduction to stochastic calculus with applications
Auteur :
Klebaner, Fima C
Éditeur :
Imperial College Press
ISBN :
9781860945557
Date de publication :
24 juin 2005
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presents a concise treatment of stochastic calculus and its applications. This book covers advanced applications, such as models in mathematical finance, biology and engineering. It is useful as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics.