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A Course of Stochastic Analysis.
Springer Nature - Springer Mathematics and Statistics (R0) eBooks 2026 English International Available online
View online- Format:
- Book
- Author/Creator:
- Melnikov, Alexander.
- Series:
- CMS/CAIMS Books in Mathematics Series
- CMS/CAIMS Books in Mathematics Series ; v.17
- Language:
- English
- Physical Description:
- 1 online resource (508 pages)
- Edition:
- 2nd ed.
- Place of Publication:
- Cham : Springer, 2026.
- Summary:
- This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus--and on to applications in finance, statistics, and risk.
- Notes:
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 9783032204820
- OCLC:
- 1595735256
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