Stochastic Processes and Applications to Mathematical Finance - Proceedings of the Ritsumeikan International Symposium

by Shigeyoshi Ogawa and Shinzo Watanabe

This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems,... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9812387781
• ISBN13: 9789812387783
• Release Date: July 2004
• Publisher: World Scientific Publishing Company
• Length: 408 Pages
• Weight: 1.47 lbs.
• Dimensions: 1.1" x 6.4" x 9.3"