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(Ebook) A Course of Stochastic Analysis by Alexander Melnikov ISBN 9783031253256, 9783031253263, 3031253256, 3031253264

  • SKU: EBN-48463284
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Instant download (eBook) A Course of Stochastic Analysis after payment.
Authors:Alexander Melnikov
Pages:218 pages.
Year:2023
Editon:1
Publisher:Springer
Language:english
File Size:2.67 MB
Format:pdf
ISBNS:9783031253256, 9783031253263, 3031253256, 3031253264
Categories: Ebooks

Product desciption

(Ebook) A Course of Stochastic Analysis by Alexander Melnikov ISBN 9783031253256, 9783031253263, 3031253256, 3031253264

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.
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