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Melnikov A. A Course of Stochastic Analysis 2023 [PDF] [English]


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Melnikov A. A Course of Stochastic Analysis 2023 [PDF] [English]

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Info:

Title: A Course of Stochastic Analysis (CMS/CAIMS Books in Mathematics, 6)
Pages: 214
Author: Alexander Melnikov
Year: 2023
Subjects:
Category:
Publisher: ‎ Springer; 1st ed. 2023 edition
ISBN: ‎ 978-3031253256


Description:

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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Melnikov A. A Course of Stochastic Analysis 2023.pdf (2.67 MB)

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