Stochastic Analysis and Diffusion Processes 金融

紫罗兰学院

Stochastic Analysis and Diffusion Processes

Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Ito formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. Stochastic Analysis and Diffusion Processes.pdf (1.88 MB, 下载次数: 0, 售价: 2 金钱)

2016-11-24 09:52 上传

点击文件名下载附件

人丑多读书

多谢楼主分享

小情绪