Stochastic Calculus and Applications

Main
Mathematics - Analysis
Stochastic Calculus and Applications

Stochastic Calculus and Applications

R. Bauerschmidt, ed. Dexter Chua

0 / 0

Bu kitabı nə dərəcədə bəyəndiniz?

Yüklənmiş faylın keyfiyyəti necədir?

Kitabın keyfiyyətini qiymətləndirə bilmək üçün onu yükləyin

Yüklənmiş faylların keyfiyyəti necədir?

Kateqoriyalar:

Mathematics - Analysis

İl:

2018

Nəşriyyat:

University of Cambridge

Dil:

english

Seriyalar:

Cambridge Mathematical Tripos Part III Lecture Notes

Fayl:

PDF, 455 KB

english, 2018

Onlayn oxumaq

formatına konvertasiya yerinə yetirilir

formatına konvertasiya baş tutmadı

Bəlkə Sizə maraqlıdır

Ikeda, Watanabe — Stochastic Differential Equations and Diffusion Processes, second edition

Kai Lai Chung, Ruth J. Williams — Introduction to Stochastic Integration - Second Edition

Han Zhang — The Malliavin calculus

Thomas G Kurtz — Lectures on stochastic analysis

Sergio Pulido — Semimartingales and stochastic integration

Alan Bain — stochastic calculas

M. Lis, ed. Dexter Chua — Advanced Probability

Ioannis Karatzas & Steven E. Shreve — GTM113-Brownian Motion and Stochastic Calculus 1998

Jean-François Le Gall — Brownian Motion, Martingales, and Stochastic Calculus

Andrea Pascucci — Probability Theory II Stochastic Calculus

Bain A. — Stochastic calculus

Seppalainen T. — Basics of Stochastic Analysis

— Stochastic Integration And Differential Equations

— Stochastic Integration and Differential Equations

Bain A. — Stochastic Calculus

Qimin (张启敏) Zhang ; Xining (李西宁) Li ; Hongge (岳红格) Yue — Stochastic age-structured population systems = 随机年龄结构种群系统

van der Vaart A.W. — Martingales diffusions and financial mathematics

Peter Medvegyev — Stochastic Integration Theory

Gopinath Kallianpur, P Sundar — Stochastic Analysis and Diffusion Processes

Ioannis Karatzas, Steven E. Shreve — Brownian Motion and Stochastic Calculus

Ioannis Karatzas, Steven E. Shreve (auth.) — Brownian Motion and Stochastic Calculus

Ikeda N., Watanabe S. — Stochastic differential equations and diffusion processes

L. C. G. Rogers, David Williams — Diffusion, Markov processes and martingales. Ito calculus

J. Michael Steele (auth.) — Stochastic Calculus and Financial Applications

Ioannis Karatzas, Steven E. Shreve (auth.) — Brownian Motion and Stochastic Calculus

Ioannis Karatzas; Steven E. Shreve — Brownian Motion and Stochastic Calculus

Fima C. Klebaner — Introduction to stochastic calculus with applications

Fima C. Klebaner — Introduction to stochastic calculus with applications

Andrea Pascucci — Probability Theory II: Stochastic Calculus (UNITEXT, 166)

Andrea Pascucci — Probability Theory II: Stochastic Calculus

Heinrich von Weizsaecher, Gerhard Winkler — Stochastic integrals

M. Denker — Stochastic Integrals

J. Karatzas, S. Shreve — Brownian Motion and Stochastic Calculus

Açar ifadələr