Information on the volume editors:
All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.
4 Ebooks by Bernt Øksendal
Francesca Biagini & Yaozhong Hu: Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (f Bm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes f Bm an interesting ob …
PDF
Inggeris
€128.39
Fred Espen Benth & Giulia Di Nunno: Stochastic Analysis and Applications
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central rese …
PDF
Inggeris
€149.79
Giulia Di Nunno & Bernt Øksendal: Malliavin Calculus for Lévy Processes with Applications to Finance
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use …
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Inggeris
DRM
€47.59
Julia Di Nunno & Bernt Øksendal: Advanced Mathematical Methods for Finance
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures o …
PDF
Inggeris
€96.29
