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An Integrated Approach to Stochastic Analysis
Volume I
Hardback
18 March 2015
$239.00
Ships in 3-5 business days
An Integrated Approach to Stochastic Analysis
$239.00
Description
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic analysis have been presented. Also included in this book are case studies on applications of stochastic analysis, and stochastic control systems. This book contains numerous concepts and research works which briefly discuss the various aspects related to stochastic analysis. It represents a diverse and international set of perspectives in this discipline, ranging from the most uncommon topics to advanced developments and researches in this field.
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This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing...
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Stochastic and Integral Geometry
Foundations of Stochastic Geometry.- Prolog.- Random Closed Sets.- Point Processes.- Geometric Models.- Integral Geometry.- Averaging with Invariant Measures.- Extended Concepts of Integral Geometry...
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