STOCHASTIC PROCESSES & APPLN TO MATH'L..

STOCHASTIC PROCESSES & APPLN TO MATH'L..

Forfatter: Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo
Forlag: World Scientific Publishing Company
Utgivelsesår: 2004
ISBN: 9789812387783

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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, stochastic numerics, and so on) and their applications to problems in mathematical finance.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

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