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Record Nr. |
UNICAMPANIAVAN00096220 |
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Autore |
Herzberg, Frederik S. |
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Titolo |
Stochastic calculus with infinitesimals / Frederik S. Herzberg |
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Pubbl/distr/stampa |
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Titolo uniforme |
Stochastic calculus with infinitesimals |
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Descrizione fisica |
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Soggetti |
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03H05 - Nonstandard models in mathematics [MSC 2020] |
60G05 - Foundations of stochastic processes [MSC 2020] |
60G51 - Processes with independent increments; Lévy processes [MSC 2020] |
60H05 - Stochastic integrals [MSC 2020] |
60H10 - Stochastic ordinary differential equations [MSC 2020] |
81Q30 - Feynman integrals and graphs; applications of algebraic topology and algebraic geometry [MSC 2020] |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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