Documents liés : [5 document(s)]

Documents (Mots clés)

• [MathOuvrage] An Elementary introduction to stochastic interest rate modeling / Privault, Nicolas. -Hoboken NJ : World Scientific, 2012. - xiii, 228 p. ; 24 cm
  ISBN 9789814390859
  
• [MathOuvrage] Stochastic calculus with infinitesimals / Herzberg, Frederik S.. -Berlin : Springer, 2012. - xviii, 112 p. ; 24 cm
  ISBN 9783642331480
  https://link.springer.com/bookseries/304
  
• [MathOuvrage] Stochastic calculus for fractional brownian motion and related processes / Mishura, Yuliya. -Berlin : Springer, 2008. - xvii, 393 p. ; 23 cm
  ISBN 9783540758723
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Statistics of random processes. Vol. 1 / Liptser, Robert S. ; Shiryaev, Albert N.. -Berlin, Heidelberg, New York NY : Springer, 2001. - xv , 427 p. ; 24 cm
  https://link.springer.com/bookseries/602
  
• [MathOuvrage] Transformation of measure on Wiener space / Üstünel, Ali Süleyman ; Zakai, Moshe. -Berlin, Heidelberg, New York NY : Springer, 2000. - xii, 296 p. ; 24 cm
  https://link.springer.com/bookseries/3733