Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. This book is of interest to researchers and practitioners.
Consists of a series of peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical financ...
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through th...
