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Jiro Akahori & Shigeyoshi Ogawa
STOCHASTIC PROCESSES & APPLN TO MATH’L.. [PDF ebook]

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Cover of Jiro Akahori & Shigeyoshi Ogawa: STOCHASTIC PROCESSES & APPLN TO MATH'L.. (PDF)

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

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Language English ● Format PDF ● Pages 408 ● ISBN 9789812702852 ● File size 15.3 MB ● Editor Jiro Akahori & Shigeyoshi Ogawa ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 2004 ● Downloadable 24 months ● Currency EUR ● ID 2445450 ● Copy protection Adobe DRM

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