Stochastic Calculus and Differential Equations for Physics and Finance (Q4912827): Difference between revisions
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Revision as of 17:59, 5 March 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)
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26 March 2013
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stochastic calculus
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stochastic differential equations
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Itō prosesses
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Fokker-Planck equations
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Kolmogorov PDEs
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martingales
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semi-martingales
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fractional Brownian motion
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mathematical finance
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econometrics
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statistical physics
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time-series analysis
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