This book is designed as a text for graduate courses in stochastic processes. It is written for r...
Two of the most fundamental concepts in the theory of stochastic processes are the Markov propert...
This book is intended for readers who are quite familiar with probability and stochastic processe...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professio...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Profes...
This book is designed as a text for graduate courses in stochastic processes. It is written fo...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Profes...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Profes...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Profes...
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Wit...
Recent revolutions in the world of finance have created a need for the expertise of research math...
Recent revolutions in the world of finance have created a need for the expertise of research math...