Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
| ISBN: | 9783764352417 |
| Publication date: | 31st August 2015 |
| Author: | Erwin Bolthausen, Marco Dozzi, Francesco Russo |
| Publisher: | Birkhauser an imprint of Birkhäuser Basel |
| Format: | Hardback |
| Pagination: | 394 pages |
| Series: | Progress in Probability |
| Genres: |
Probability and statistics Stochastics Economic theory and philosophy Calculus and mathematical analysis |