The book is currently out of stock
More about the book
Focused on advanced concepts in probability theory and mathematical finance, this book reviews essential results before delving into discrete and continuous martingales, stochastic integrations, and differential equations influenced by Brownian motion. It culminates in practical applications within mathematical finance, catering to university seniors and graduate students. The text emphasizes rigorous proofs for theorems and propositions, requiring readers to have a foundational understanding of linear algebra and measure theory.
Book purchase
Stochastic Analysis, Shigeo Kusuoka
- Language
- Released
- 2021
- product-detail.submit-box.info.binding
- (Paperback)
We’ll email you as soon as we track it down.
Payment methods
No one has rated yet.