[PDF.29um] Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance

Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance

[PDF.sk29] Stochastic Analysis, Stochastic Systems, And Applications To FinanceStochastic Analysis, Stochastic Systems, And Applications To Finance

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 | #16005103 in Books |  World Scientific Publishing Company |  2011-06-10 | Original language:English | PDF # 1 |  9.00 x.80 x6.00l,1.15 | File type: PDF | 272 pages

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||From the Inside Flap|This book introduces some advanced topics in probability theories - both pure and applied. It is divided into two parts: the first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theo

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 towar...

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