Stochastic Calculus via Regularizations

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The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure  of the integrator process, they generalize the usual Itô and Stratonovich inte...

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product_type_E-book
epub
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139.99 £

The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stochastic integration and calculus via regularization initiated by the authors. The definitions relies on a smoothing procedure  of the integrator process, they generalize the usual Itô and Stratonovich inte...

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  • Formats: epub
  • ISBN: 9783031094460
  • Publication Date: 15 Nov 2022
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM