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A Course of Stochastic Analysis
Paperback
Series: Cms/Caims Books in Mathematics, Book 6
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ISBN13: 9783031253287
Publisher: Springer
Published: Apr 5 2024
Pages: 208
Language: English
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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