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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales - Softcover

Privault, Nicolas

 
9783642023811: Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
Softcover
ISBN 10: 3642023819 ISBN 13: 9783642023811
Publisher: Springer, 2010

This specific ISBN edition is currently not available.

Synopsis

The Discrete Time Case.- Continuous Time Normal Martingales.- Gradient and Divergence Operators.- Annihilation and Creation Operators.- Analysis on the Wiener Space.- Analysis on the Poisson Space.- Local Gradients on the Poisson Space.- Option Hedging in Continuous Time.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2010
Language
English
ISBN 10 
3642023819
ISBN 13 
9783642023811
Binding
Paperback
Number of pages
328

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Other Popular Editions of the Same Title

9783642023798: Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales: 1982 (Lecture Notes in Mathematics, 1982)

Featured Edition

ISBN 10:  3642023797 ISBN 13:  9783642023798
Publisher: Springer, 2009
Softcover