结果:找到“introduction to stochastic analysis”相关内容7个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Introduction to Stochastic Analysis (by Z. Qian and J. G. Ying),2008
34 个回复 - 6934 次查看 Introduction to Stochastic Analysis (by Z. Qian and J. G. Ying), 2008 Contents 1 Preliminaries 3 1.1 The monotone class theorem . . . . . . . . . . . . . . . . . . . . 3 1.2 Probabiliti ...2017-2-20 08:41 - hylpy1 - 经济金融数学专区
Introduction to Stochastic Analysis and Malliavin Calculus
3 个回复 - 1840 次查看 Introduction to Stochastic Analysis and Malliavin Calculus by Giuseppe Da Prato [*]Based on several years teaching experience [*]Revised edition of two previous publications [*]Includes sev ...2015-3-1 04:36 - SleepyTom - 金融工程(数量金融)与金融衍生品
Introduction to Modeling and Analysis of Stochastic Systems
5 个回复 - 3053 次查看 搜了好久,好不容易找到的。Rice统计系本科生的教材,还没有仔细看,应该还不错,anyway..拿出来与大家共享2011-1-22 07:52 - talenocean - 计量经济学与统计软件
Introduction to Stochastic Analysis and Malliavin Calculus
1 个回复 - 2176 次查看 Introduction to Stochastic Analysis and Malliavin Calculus, 2014 Authors: Da Prato, Giuseppe This volume presents an introductory course on differential stochastic equations and Malliavin calcul ...2015-11-10 09:11 - SleepyTom - 金融工程(数量金融)与金融衍生品
【随机分析】 Introduction to Stochastic Analysis : Integrals and Differential Eq
40 个回复 - 14640 次查看 Introduction to Stochastic Analysis: Integrals and Differential Equations Vigirdas Mackevicius This is an introduction to stochastic integration and stochastic differential equations written ...2017-1-7 21:25 - cmwei333 - 金融学(理论版)
A TUTORIAL INTRODUCTION TO STOCHASTIC ANALYSIS AND ITS APPLICATIONS
4 个回复 - 2327 次查看 IOANNIS KARATZASDepartment of StatisticsColumbia University We present in these lectures, in an informal manner, the very basic ideas and results ofstochastic calculus, including its chain rule, th ...2006-3-14 18:52 - xuning - 计量经济学与统计软件
Introduction to infinite dimensional stochastic analysis
0 个回复 - 1018 次查看 Introduction to infinite dimensional stochastic analysis Authors: [*]Zhi-yuan Huang, [*]Jia-an Yan http://link.springer.com/book/10.1007%2F978-94-011-4108-62017-2-15 15:25 - xinxingwu - 计量经济学与统计软件