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From Stochastic Calculus to Mathematical Finance
Yu. Kabanov
R. Liptser
J. Stoyanov
其他書名
The Shiryaev Festschrift
出版
Springer
, 2006-03-14
主題
Mathematics / Probability & Statistics / General
Science / System Theory
ISBN
3540307826
9783540307822
URL
http://books.google.com.hk/books?id=r7hcwexRIkcC&hl=&source=gbs_api
註釋
Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.