Introduction To Stochastic Calculus With Applications
Introduction To Stochastic Calculus With Applications
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DOI：
10.1142/p386
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发表时间：
1999-09
期刊：
影响因子：
--
通讯作者：
F. Klebaner
中科院分区：
文献类型：
--
作者：
F. Klebaner
概率论的微积分基本概念随机过程布朗运动微积分随机微分方程扩散过程鞅半鞅的微积分纯跳跃过程概率测度的变化金融应用：股票和外汇期权金融应用：债券、利率和期权生物应用工程和物理应用。
Preliminaries from Calculus Concepts of Probability Theory Basic Stochastic Processes Brownian Motion Calculus Stochastic Differential Equations Diffusion Processes Martingales Calculus for Semimartingales Pure Jump Processes Change of Probability Measure Applications in Finance: Stock and FX Options Applications in Finance: Bonds, Rates and Options Applications in Biology Applications in Engineering and Physics.