Stochastic analysis, stochastic systems, and applications to finance / edited by Allanus Tsoi, University of Missouri, Columbia, USA, David Nualart, University of Kansas, USA, George Yin, Wayne State University, Michigan, USA.
This book introduces some advanced topics in probability theories - both pure and applied - is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book disc...
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