Basic Stochastic Processes

DOI10.1002/9781119184584zbMath1319.91001OpenAlexW2490740867MaRDI QIDQ2944564

Pierre Devolder, Raimondo Manca, Jacques Janssen

Publication date: 2 September 2015

Full work available at URL: https://doi.org/10.1002/9781119184584

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Markov processes (60Jxx) Stochastic processes (60Gxx)

Related Items (5)

Converting retirement benefit into a life care annuity with graded benefits ⋮ Unnamed Item ⋮ Covariance estimation error of incomplete functional data under RKHS framework ⋮ Unnamed Item ⋮ Mean square integral inequalities for generalized convex stochastic processes via beta function

This page was built for publication: Basic Stochastic Processes