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図書

Stochastic analysis (Monographs in mathematical economics ; volume 3)

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Stochastic analysis

(Monographs in mathematical economics ; volume 3)

Call No. (NDL)
MA211-D16
Bibliographic ID of National Diet Library
030728153
Material type
図書
Author
Shigeo Kusuoka
Publisher
Springer Nature Singapore Pte Ltd.
Publication date
[2020]
Material Format
Paper
Capacity, size, etc.
xii, 218 pages ; 25 cm
NDC
-
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Detailed bibliographic record

Contents:

Chapter 1. Preparations from probability theoryChapter 2. Martingale with discrete parameterChapter 3. Martingale with continuous parameter...

Summary, etc.:

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, resul...

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Paper

Material Type
図書
ISBN
9811588635 (hardcover)
9789811588631 (hardcover)
ISSN (series)
2364-8279
Author/Editor
Shigeo Kusuoka
Author Heading
楠岡, 成雄, 1954- クスオカ, シゲオ, 1954- ( 00313039 )Authorities
Publication Date
[2020]
Publication Date (W3CDTF)
2020