Stochastic calculus : an introduction through theory and exercises / Paolo Baldi
Type de document : MonographieCollection : UniversitextLangue : anglais.Pays: Swisse.Éditeur : Cham : Springer , 2017Description : 1 vol. (XIV-627 p.) ; 24 cmISBN: 9783319622255.ISSN: 0172-5939.Bibliographie : Bibliogr. p. 623-624. Index.Sujet MSC : 60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory60G05, Probability theory and stochastic processes, Foundations of stochastic processes
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60Jxx, Probability theory and stochastic processes - Markov processes
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equationsEn-ligne : zbMath | MSN
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 60 BAL (Browse shelf(Opens below)) | Available | 12607-01 |
This book is an excellent and quite complete course of stochastic calculus at the master's degree level. The book includes material for, at minimum, a one-year course, or better, for three semesters. On the other hand, the book allows one to develop a one-year course in stochastic analysis with different orientations: more theoretical, more applied to numerics, more oriented to mathematical analysis, or more oriented to quantitative finance ... (MSN)
Bibliogr. p. 623-624. Index
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