Stochastic Analysis and Systems: Multidimensional Wick-Ito Formula for Gaussian Processes (D Nualart & S Ortiz-Latorre); Fractional White Noise Multiplication (A H Tsoi); Invariance Principle of Regime-Switching Diffusions (C Zhu & G Yin); Finance and Stochastics: Real Options and Competition (A Ben
Stochastic Analysis and Applications
β Scribed by A. Truman, D. Williams
- Publisher
- Springer
- Year
- 1984
- Tongue
- English
- Leaves
- 209
- Series
- Lecture Notes in Mathematics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. Of the users, the physicists form perhaps the most important group, giving direction to the mathematicians' research and providing a source of intuition. White noise analysi
Twelve contributions from mathematicians in the U.S., Russia, China, and Israel present an overview of the analysis of some basic stochastic processes and stochastic equations as well as certain of their applications. Chapters in the first half of the text are devoted largely to theory, while the re
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