Stochastic Analysis

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This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to conti...

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109.50 £

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to conti...

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  • Formats: epub
  • ISBN: 9789811588648
  • Publication Date: 20 Oct 2020
  • Publisher: Springer Nature Singapore
  • Product language: English
  • Drm Setting: DRM