Theory of stochastic processes. With applications to financial mathematics and risk theory

DOI10.1007/978-0-387-87862-1zbMath1189.60001OpenAlexW2499770783MaRDI QIDQ1031112

Dmytro Gusak, Andrey Yu. Pilipenko, Yuliya S. Mishura, Alexei M. Kulik, Alexander G. Kukush

Publication date: 29 October 2009

Published in: Problem Books in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-87862-1

zbMATH Keywords

martingalesGaussian processMarkov processstochastic processfinancial mathematicsrisk theoryIto integralproblems and solutions

Mathematics Subject Classification ID

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