Stochastic Differential Equations

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The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this field during the last 10-20 years. Moreover, the close contact between the theoretical achievements and the applications in this ar...
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The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major application of stochastic analysis, in view of the amazing development in this field during the last 10-20 years. Moreover, the close contact between the theoretical achievements and the applications in this ar...
Read more
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  • Formats: pdf
  • ISBN: 9783662036204
  • Publication Date: 9 Mar 2013
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM