Stochastic Calculus and Applications

Name: Stochastic Calculus and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781493928668
Price: 264.18 RON
Availability: InStock

Autor: Samuel N. Cohen, Robert J. Elliott

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Editura: Springer-Verlag New York Inc.

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264.18 lei

Revised and expanded, the new edition of this text takes readers who have been exposed to only basic...

Informații despre carte

Autor

Samuel N. Cohen, Robert J. Elliott

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2015

Pagini

666

EAN

9781493928668

ISBN

149392866X

Enbook ID

09284786

Editura

Springer-Verlag New York Inc.

Greutate

1196

Dimensiuni

251 x 167 x 43

Descriere completă

Revised and expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes as used by systems theorists, electronic engineers and, more recently, those working in quantitative, mathematical finance. Building upon the original release of this title it will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.§§New features of this edition include:§§End of chapter exercises; New chapters on basic measure theory and Backward SDEs;- Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index.§§"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."-Zentralblatt (from review of the First Edition)§§

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