Cover Image

QR Code

Brownian motion, martingales, and stochastic calculus

Main Author:	Le Gall, Jean-Francois
Series:	Graduate texts in mathematics
Subjects:	Calculus Martingales (Mathematics) Brownian motion processes Stochastic analysis Electronic books
Online Access:	http://library.unisel.edu.my/web/guest/mylibrary

Similar Items

Random process analysis with R
by: Bittelli, Marco

Design and analysis of randomized algorithms : introduction to design
by: Hromkovic, J
Published: (2005)

Elementary stochastic calculus : with finance in view
by: Mikosch, Thomas
Published: (1998)

A first course in stochastic models
by: Tijms, Henk C
Published: (2003)

Simulation of stochastic processes with given accuracy and reliability
by: Kozachenko, Yuriy

Random processes : filtering, estimation, and detection
by: Ludeman, Lonnie C
Published: (2003)

Diffusion processes, jump processes, and stochastic differential equations
by: Woyczynski, Wojbor Andrzej

Introduction to random signals, estimation theory, and Kalman filtering
by: Fadali, M. Sami

Stochastic systems : theory and applications
by: Pugachev, V.S
Published: (2001)

Stochastic partial differential equations
by: Chow, Pao-Liu

Discrete stochastic models and applications for reliability engineering and statistical quality control
by: Eryilmaz, Serkan

Fractional dynamics on networks and lattices

Problems and solutions in mathematical finance : volume : volume : stochastic calculus
by: Chin, Eric

Diffusion under confinement : a journey through counterintuition
by: Dagdug, Leonardo

Stochastic processes for finance
by: Roger, Patrick
Published: (2014)

Selected topics in Malliavin calculus : chaos, divergence and so much more
by: Decreusefond, Laurent

Generators of Markov chains : from a walk in the interior to a dance on the boundary
by: Bobrowski, Adam

Introduction to the theory of coverage processes
by: Hall, Peter
Published: (1988)

Non-homogeneous Markov chains and systems : theory and applications
by: Vassiliou, P-C. G

Inside volatility arbitrage : the secrets of skewness
by: Javaheri, Alireza

Inside volatility arbitrage : the secrets of skewness
by: Javaheri, Alireza

Probability and random processes for electrical engineers
by: Viniotis, Yannis
Published: (1998)

Linear and nonlinear filtering for scientists and engineers
by: Ahmed, N. U
Published: (1998)

Principles of infinitesimal stochastic and financial analysis
by: Berg, Imme van den
Published: (2000)

Mathematical physics and stochastic analysis : essays in honour of Ludwig Streit
Published: (2000)

Probabilistic structure dynamics : advanced theory and applications
by: Lin, Y. K
Published: (1995)

Introduction to probability and random processes
by: Aunon, Jorge
Published: (1997)

Introduction to probability and random processes
by: Aunon, Jorge
Published: (1997)

Stohastic complexity in statistical inquiry
by: Rissanen, Jorma
Published: (1989)

Elementary probability theory with stochastic processes
by: Kai, Lai Chung
Published: (1979)

Stochastic simulation optimization : an optimal computing budget allocation
by: Chen, Chun-hung

Essentials of stochastic finance : facts, models, theory
by: Shiryaev, Albert N
Published: (1999)

Introductory stochastic analysis for finance and insurance
by: Lin, X. Sheldon
Published: (2006)

Optimal and robust estimation : with an introduction to stochastic control theory
by: Lewis, Frank L

Problems and solutions in mathematical finance : volume 2 : volume 2 : equity derivatives
by: Chin, Eric

Stochastic methods for modeling and predicting complex dynamical systems : uncertainty quantification, state estimation, and reduced-order models
by: Chen, Nan

The mathematics of errors
by: Bouleau, Nicolas

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
by: Korn, Ralf
Published: (1997)

Probability and random processes : using MATLAB with applications to continuous and discrete time systems
by: Childers, Donald G
Published: (1997)

Random signal processing
by: Apte, Shaila Dinkar
Published: (2018)