Stochastic analysis, stochastic systems, and applications to finance / edited by Allanus Tsoi, David Nualart, George Yin.
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| Year of Publication: | 2011 |
| Language: | English |
| Online Access: | |
| Physical Description: | x, 261 p. :; ill. |
| Notes: | "It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii. |
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Table of Contents:
- pt. 1. Stochastic analysis and systems
- pt. 2. Finance and stochastics.