Stochastic Calculus in Application - Symposium Proceedings (Paperback)


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.

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Product Description

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.

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Product Details

General

Imprint

Longman Higher Education

Country of origin

United Kingdom

Series

Pitman Research Notes in Mathematics Series, 197

Release date

November 1988

Availability

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Authors

Dimensions

240mm (L)

Format

Paperback

Pages

110

ISBN-13

978-0-582-02237-9

Barcode

9780582022379

Categories

LSN

0-582-02237-1



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