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Stochastic Calculus Via Regularizations

by Pierre Vallois e Francesco Russo
language: english
Publisher: Springer International Publishing AG, November of 2022 ‧
142,63€
99,84€
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The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence.

Stochastic Calculus Via Regularizations

by Pierre Vallois e Francesco Russo

Property Description
ISBN: 9783031094453
Publisher: Springer International Publishing AG
Release Date: November of 2022
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 638
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9783031094453

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