Stochastic Calculus and Differential Equations for Physics and Finance (Q4912827): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:30, 8 February 2024
scientific article; zbMATH DE number 6148847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Calculus and Differential Equations for Physics and Finance |
scientific article; zbMATH DE number 6148847 |
Statements
Stochastic Calculus and Differential Equations for Physics and Finance (English)
0 references
26 March 2013
0 references
stochastic calculus
0 references
stochastic differential equations
0 references
Itō prosesses
0 references
Fokker-Planck equations
0 references
Kolmogorov PDEs
0 references
martingales
0 references
semi-martingales
0 references
fractional Brownian motion
0 references
mathematical finance
0 references
econometrics
0 references
statistical physics
0 references
time-series analysis
0 references
