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Path Integrals for Stochastic Processes
World Scientific Publishing Company 2013; US$ 75.00This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum... more...
Vector Integration and Stochastic Integration in Banach Spaces
Wiley 2011; US$ 198.00A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to... more...
Stochastic Integration Theory
Oxford University Press, UK 2007; US$ 98.99This graduate level text covers the theory of stochastic integration, an important area of Mathematics with a wide range of applications, including financial mathematics and signal processing. - ;This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial... more...
Stochastic Integration with Jumps
Cambridge University Press 2002; US$ 76.00The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. more...
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