Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi

• Autore: Baldi, Paolo <1948- >
• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Stochastic Calculus
• Descrizione fisica: xiv, 627 p. : ill. ; 24 cm
• Soggetto topico: 60G42 - Martingales with discrete parameter [MSC 2020]; 60G44 - Martingales with continuous parameter [MSC 2020]; 60Hxx - Stochastic analysis [MSC 2020]
• Soggetto non controllato: Brownian Motions; Brownian motion exercises; Conditional probability; Markov Processes; Martingales; Numerical simulation; PDE problems; Probability elements; SDE approximation; Stochastic Calculus; Stochastic calculus exercises; Stochastic calculus finance; Stochastic calculus financial models; Stochastic differential equation approximation; Stochastic differential equations; Stochastic differential equations exercises; Stochastic integral; Stochastic processes
• Titolo autorizzato: Stochastic Calculus
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00124016
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-62226-2
• Serie: Universitext Berlin [etc] . -Springer , 1930-