[PDF.89jc] Stochastic Analysis, Stochastic Systems, And Applications To Finance

Stochastic Analysis, Stochastic Systems, And Applications To Finance

[PDF.zx75] Stochastic Analysis, Stochastic Systems, And Applications To Finance

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 | #12393523 in Books |  2011-06-10 |  2011-06-10 | Original language:English |  9.00 x.62 x6.00l, | File type: PDF | 272 pages

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This book introduces some advanced topics in probability theories - both pure and applied - is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards...

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