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Stochastic Analysis in Discrete and Continuous Settings
Language: en
Pages: 322
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2009-07-14 - Publisher: Springer

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This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text
Stochastic Analysis 2010
Language: en
Pages: 303
Authors: Dan Crisan
Categories: Mathematics
Type: BOOK - Published: 2010-11-26 - Publisher: Springer Science & Business Media

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Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differ
Stochastic Differential Equations
Language: en
Pages: 218
Authors: Bernt Oksendal
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Recent Development In Stochastic Dynamics And Stochastic Analysis
Language: en
Pages: 306
Authors: Jinqiao Duan
Categories: Mathematics
Type: BOOK - Published: 2010-02-08 - Publisher: World Scientific

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Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamic