Stochastic Calculus Of Variations Av Yasushi Ishikawa

<P>"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability...

Fresh, lively text serves as a modern introduction to the subject, with applications to the mechanics of systems with a finite number of degrees of freedom. Ideal for math and physics students.

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales,...

<div>This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including It¿¿s formula, the...