Introduction to Stochastic Analysis

Introduction to Stochastic Analysis and Malliavin Calculus [Repost]  eBooks & eLearning

Posted by tanas.olesya at Jan. 9, 2017
Introduction to Stochastic Analysis and Malliavin Calculus [Repost]

Introduction to Stochastic Analysis and Malliavin Calculus by Giuseppe Da Prato
English | 17 Apr. 2014 | ISBN: 8876424970 | 279 Pages | PDF | 3 MB

This volume presents an introductory course on differential stochastic equations and Malliavin calculus.

Introduction to Stochastic Analysis: Integrals and Differential Equations (Repost)  eBooks & eLearning

Posted by nebulae at Oct. 22, 2015
Introduction to Stochastic Analysis: Integrals and Differential Equations (Repost)

Vigirdas Mackevicius, "Introduction to Stochastic Analysis: Integrals and Differential Equations"
English | 2011 | ISBN: 1848213115 | 288 pages | PDF | 3,8 MB

Introduction to Stochastic Analysis and Malliavin Calculus  eBooks & eLearning

Posted by advisors at Nov. 11, 2014
Introduction to Stochastic Analysis and Malliavin Calculus

Introduction to Stochastic Analysis and Malliavin Calculus By Giuseppe Da Prato
2014 | 279 Pages | ISBN: 8876424970 | PDF | 3 MB

Introduction to Stochastic Analysis: Integrals and Differential Equations  eBooks & eLearning

Posted by interes at Aug. 3, 2013
Introduction to Stochastic Analysis: Integrals and Differential Equations

Introduction to Stochastic Analysis: Integrals and Differential Equations by Vigirdas Mackevicius
English | 2011 | ISBN: 1848213115 | 288 pages | PDF | 3,8 MB

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes.

Stochastic Analysis on Manifolds (Graduate Studies in Mathematics)  eBooks & eLearning

Posted by Nice_smile) at Feb. 15, 2017
Stochastic Analysis on Manifolds (Graduate Studies in Mathematics)

Stochastic Analysis on Manifolds (Graduate Studies in Mathematics) by Elton P. Hsu
English | 2002 | ISBN: 0821808028 | 281 Pages | DJVU | 2.01 MB

Stochastic Analysis: Itô and Malliavin Calculus in Tandem  eBooks & eLearning

Posted by Underaglassmoon at Jan. 11, 2017
Stochastic Analysis: Itô and Malliavin Calculus in Tandem

Stochastic Analysis: Itô and Malliavin Calculus in Tandem
Cambridge | English | November 2016 | ISBN-10: 110714051X | 357 pages | PDF | 3.83 mb

by Hiroyuki Matsumoto (Author), Setsuo Taniguchi (Author)

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition  eBooks & eLearning

Posted by interes at May 12, 2014
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.
An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys and Monographs)

An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys and Monographs) by Daniel W. Stroock
English | 2000 | ISBN: 0821838393 | 269 Pages | PDF | 6.75 MB

Measure and Integration: A Concise Introduction to Real Analysis [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Feb. 14, 2017
Measure and Integration: A Concise Introduction to Real Analysis [Repost]

Leonard F. Richardson - Measure and Integration: A Concise Introduction to Real Analysis
Published: 2009-07-07 | ISBN: 047025954X | PDF | 237 pages | 2.99 MB

An Introduction to Numerical Analysis (Repost)  eBooks & eLearning

Posted by step778 at Feb. 13, 2017
An Introduction to Numerical Analysis (Repost)

Endre Süli, David F. Mayers, "An Introduction to Numerical Analysis"
2003 | pages: 444 | ISBN: 0521007941 | PDF | 4,3 mb