Stochastic Calculus in Application

Stochastic Calculus in Application

Paperback (15 Nov 1993)

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Publisher's Synopsis

The Symposium on Stochastic Calculus in Application was held in Cambridge in the spring of 1987. About 70 participants were involved in talks and seminars on probability theory. This volume contains five papers presented at the Symposium and two additional papers from a Cambridge probability seminar. Their common theme is the application of Martingale techniques and Ito calculus to a diverse collection of problems, from differential geometry to the Stock Exchange.

Book information

ISBN: 9780582022379
Publisher: Pearson Education UK
Imprint: Pearson Education
Pub date:
DEWEY: 519.2
DEWEY edition: 18
Language: English
Number of pages: 95
Weight: 215g
Height: 240mm