Stochastic Processes - Mathematics and Physics
β Scribed by Sergio Albeverio, Phillippe Blanchard, Ludwig Streit
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Leaves
- 273
- Series
- Lecture Notes in Mathematics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
<p>Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is ve
The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics. It is wide-ranging in content, while at the same time placing much emphasis on good readability, mot