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Stochastic Calculus via Regularizations - Bocconi & Springer Series Francesco Russo 2022 edition
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発送予定日 年11月5日 - 年11月17日
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Stochastic Calculus via Regularizations - Bocconi & Springer Series
Francesco Russo
The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence.
638 pages, XXXI, 638 p.
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2022年11月16日 |
| ISBN13 | 9783031094453 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 638 |
| 寸法 | 165 × 241 × 43 mm · 1,16 kg |
| 言語 | ドイツ語 |
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