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Stochastic Calculus via Regularizations - Bocconi & Springer Series Francesco Russo 2022 edition
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Stochastic Calculus via Regularizations - Bocconi & Springer Series
Francesco Russo
The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence.
638 pages, XXXI, 638 p.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 16, 2022 |
| ISBN13 | 9783031094453 |
| Publishers | Springer International Publishing AG |
| Pages | 638 |
| Dimensions | 150 × 220 × 20 mm · 1.17 kg |
| Language | German |
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