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Stochastic Calculus and Differential Equations for Physics and Finance (Repost)
Author: roxul

Joseph L. McCauley, "Stochastic Calculus and Differential Equations for Physics and Finance"
English | ISBN: 0521763401 | 2013 | 215 pages | PDF | 1 MB
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Stochastic Calculus and Differential Equations for Physics and Finance
Author: nebulae

Joseph L. McCauley, "Stochastic Calculus and Differential Equations for Physics and Finance"
English | ISBN: 0521763401 | 2013 | 215 pages | PDF | 1 MB
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Stochastic Differential Equations, Backward Sdes, Partial Differential Equations
Author: roxul

Etienne Pardoux, Aurel R, "Stochastic Differential Equations, Backward Sdes, Partial Differential Equations"
English | ISBN: 3319057138 | 2014 | 688 pages | PDF | 5 MB
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Introduction to Stochastic Calculus with Applications (repost)
Author: interes

Introduction to Stochastic Calculus with Applications by Fima C. Klebaner
English | 2005-06-30 | ISBN: 186094566X | 427 pages | DJVU | 2.6 mb

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering. Details
Elementary Stochastic Calculus With Finance in View
Author: ChrisRedfield

Thomas Mikosch - Elementary Stochastic Calculus With Finance in View
Published: 1999-10-30 | ISBN: 9810235437 | PDF | 212 pages | 6 MB
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Diffusion Processes and Stochastic Calculus
Author: interes

Diffusion Processes and Stochastic Calculus (Ems Textbooks in Mathematics) by Fabrice Baudoin
English | 2014 | ISBN: 3037191333 | 287 pages | PDF | 2 MB

The main purpose of the book is to present, at a graduate level and in a self-contained way, the most important aspects of the theory of continuous stochastic processes in continuous time and to introduce some of its ramifications such as the theory of semigroups, the Malliavin calculus, and the Lyons' rough paths. Details
Diffusion Processes and Stochastic Calculus (repost)
Author: libr

Diffusion Processes and Stochastic Calculus (Ems Textbooks in Mathematics) by Fabrice Baudoin
English | 2014 | ISBN: 3037191333 | 287 pages | PDF | 2 MB
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Stochastic Differential Equations: An Introduction with Applications (5th edition)
Author: ChrisRedfield

Bernt K. Oksendal - Stochastic Differential Equations: An Introduction with Applications (5th edition)
Published: 2002-11-04 | ISBN: 3540637206 | PDF | 326 pages | 11.79 MB
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Stochastic Calculus: Applications in Science and Engineering
Author: nebulae

Mircea Grigoriu, "Stochastic Calculus: Applications in Science and Engineering"
English | ISBN: 0817642420 | 2002 | 792 pages | PDF | 22 MB
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Stochastic Analysis: Itô and Malliavin Calculus in Tandem
Author: Underaglassmoon

Stochastic Analysis: Itô and Malliavin Calculus in Tandem
Cambridge | English | November 2016 | ISBN-10: 110714051X | 357 pages | PDF | 3.83 mb

by Hiroyuki Matsumoto (Author), Setsuo Taniguchi (Author) Details
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