Alexander Melnikov Ordre des livres


- 2024
- 2023
A Course of Stochastic Analysis
- 220pages
- 8 heures de lecture
Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.