Basics of Stochastic Analysis
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Chapter1.Measures,Integrals,and Foundations
of Probability Theory
Chapter2.
Stochastic Processes
Chapter3.Martingales
Chapter4.
Stochastic Integral with respect to Brownian Motion
Chapter5.Stochasti ...
2010-4-4 18:53 - hnldcgh - 经济金融数学专区
Basics of Stochastic Analysis TIMO
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Basics of Stochastic Analysis
Timo Sepp¨al¨ainen
Department
of Mathematics, University
of Wisconsin–Madison,
Madison, Wisconsin 53706
E-mail address: seppalai@math.wisc.edu
Contents
Cha ...
2013-11-27 18:48 - edwardng - 经济金融数学专区