Functional Analysis for Probability and Stochastic Processes 4 个回复 - 4121 次查看Functional Analysis for Probability and Stochastic Processes: An Introduction (Hardcover)by Adam Bobrowski
Editorial ReviewsReview
"My impression is that this text might well succeed as an a ...2009-8-2 10:22 - martinnyj - 金融学(理论版)
Optimal Stopping For StochasticFunctional 3 个回复 - 1724 次查看
Mou-Hsiung Chang Tao Pang Moustapha Pemy
Abstract:
We consider a finite time horizon optimal stopping problem for a
system of stochastic functional differential equations with a bounded
memor ...2009-12-17 20:52 - dingleshao - 金融工程(数量金融)与金融衍生品