Stochastic analysis, stochastic systems, and applications to finance
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814355704
Date de publication :
13 juin 2011
Langue :
Anglais
Pays d'origine :
Singapour
Introduces some advanced topics in probability theories - both pure and applied. This book deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. It discusses some applications of optimization theories, martingale measure theories, and asset trading modeling.