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Více o knize
Targeted at university seniors and graduate students in probability theory or mathematical finance, this book begins with a review of foundational probability concepts. It progresses through discrete-time martingales and continuous martingales, covering stochastic integrations and differential equations influenced by Brownian motion. The final chapter applies these theories to mathematical finance. Readers should have a background in linear algebra and measure theory, as the text includes rigorous proofs for all key results.
Nákup knihy
Stochastic Analysis, Shigeo Kusuoka
- Jazyk
- Rok vydání
- 2020
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Doručení
Platební metody
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- Titul
- Stochastic Analysis
- Jazyk
- anglicky
- Autoři
- Shigeo Kusuoka
- Vydavatel
- Springer Nature Singapore
- Rok vydání
- 2020
- Vazba
- pevná
- Počet stran
- 232
- ISBN13
- 9789811588631
- Série
- Anotace
- Targeted at university seniors and graduate students in probability theory or mathematical finance, this book begins with a review of foundational probability concepts. It progresses through discrete-time martingales and continuous martingales, covering stochastic integrations and differential equations influenced by Brownian motion. The final chapter applies these theories to mathematical finance. Readers should have a background in linear algebra and measure theory, as the text includes rigorous proofs for all key results.