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Stochastic analysis /

~

Kusuoka, Shigeo.

Stochastic analysis /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic analysis /Shigeo Kusuoka.
作者:	Kusuoka, Shigeo.
出版者:	Singapore :Springer,c2020.
面頁冊數:	xii, 218 p. ;25 cm.
標題:	Stochastic analysis.
ISBN:	9789811588631 (hbk.) :

Stochastic analysis /
Kusuoka, Shigeo.

Stochastic analysis /Shigeo Kusuoka. - Singapore :Springer,c2020. - xii, 218 p. ;25 cm. - Monographs in Mathematical Economics ;v. 3.

Includes bibliographical references and index.

Chapter 1. Preparations from probability theory -- Chapter 2. Martingale with discrete parameter -- Chapter 3. Martingale with continuous parameter -- Chapter 4. Stochastic integral -- Chapter 5. Applications of stochastic integral -- Chapter 6. Stochastic differential equation -- Chapter 7. Application to finance -- Chapter 8. Appendices -- References.

ISBN: 9789811588631 (hbk.) :NT$2978Subjects--Topical Terms:

183332
Stochastic analysis.

LC Class. No.: QA274.2 / .K87 2020

Dewey Class. No.: 519.22

Stochastic analysis /
LDR:01028cam a2200217 a 4500 001 593823
003 OCoLC
005 20210728222251.0
008 210812s2020 si b 001 0 eng d
020 $a 9789811588631 (hbk.) : $c NT$2978
020 $a 9811588635 (hbk.)
035 $a (OCoLC)1191240734
035 $a on1191240734
040 $a YDX $b eng $c YDX $d UPM $d OCLCO $d YDXIT $d OCLCO $d OCLCF $d OCLCQ
050 4 $a QA274.2 $b .K87 2020
082 0 4 $a 519.22 $2 23
100 1 $a Kusuoka, Shigeo. $3 256784
245 1 0 $a Stochastic analysis / $c Shigeo Kusuoka.
260 $a Singapore : $b Springer, $c c2020.
300 $a xii, 218 p. ; $c 25 cm.
490 0 $a Monographs in Mathematical Economics ; $v v. 3
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1. Preparations from probability theory -- Chapter 2. Martingale with discrete parameter -- Chapter 3. Martingale with continuous parameter -- Chapter 4. Stochastic integral -- Chapter 5. Applications of stochastic integral -- Chapter 6. Stochastic differential equation -- Chapter 7. Application to finance -- Chapter 8. Appendices -- References.
650 0 $a Stochastic analysis. $3 183332
650 0 $a Business mathematics. $3 191036

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