Stochastic Analysis

by Shigeo Kusuoka

Book Overview

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential...

• Format: Paperback
• Language: English
• ISBN: 981158866X
• ISBN13: 9789811588662
• Release Date: October 2021
• Publisher: Springer
• Length: 218 Pages
• Weight: 0.73 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"