Stochastic Processes and Related Topics
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A01=Jeff Englebert
advanced stochastic analysis techniques
asymptotic analysis
Author_Jeff Englebert
Category=PBT
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
partial differential operators
Sobolev spaces
stochastic differential equations
stochastic integrals
term structure modelling
Product details
- ISBN 9782884490696
- Weight: 485g
- Dimensions: 152 x 229mm
- Publication Date: 09 Feb 1996
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.
Jeff Englebert (Author)
