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Stochastic Analysis

by Shigeo Kusuoka
language: english
Publisher: SPRINGER VERLAG, SINGAPORE, October of 2021 ‧
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Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.

Stochastic Analysis

by Shigeo Kusuoka

Property Description
ISBN: 9789811588662
Publisher: SPRINGER VERLAG, SINGAPORE
Release Date: October of 2021
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 218
Format: Book
Collection: Monographs In Mathematical Economics
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9789811588662

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