Theory of stochastic processes : with applications to financial mathematics and risk theory / Dmytro Gusak, Alexander Kukush, Alexey Kulik, ... [et al.]
Type de document : Livre numériqueCollection : Problem books in mathematicsLangue : anglais.Éditeur : New York : Springer, 2010ISBN: 9780387878614.ISSN: 0941-3502.Sujet MSC : 00A07, General and miscellaneous specific topics, Problem books60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G05, Probability theory and stochastic processes, Foundations of stochastic processes
91B05, Mathematical economics, Risk models (general)
91G80, Actuarial science and mathematical finance, Financial applications of other theoriesEn-ligne : Springerlink
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This book provides a collection of more than 800 problems for the theory of stochastic processes. It is divided into 20 chapters that cover different aspects of this theory.
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