Author: Arturo Kohatsu-Higa

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2 Ebooks by Arturo Kohatsu-Higa

Arturo Kohatsu-Higa & Nicolas Privault: Stochastic Analysis with Financial Applications
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in …
PDF
English
€96.29
Arturo Kohatsu-Higa & Atsushi Takeuchi: Jump SDEs and the Study of Their Densities
The present book deals with a streamlined presentation of Levy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson …
EPUB
English
DRM
€77.10