Formal Power Series and Stochastic Processes

Formal Power Series and Stochastic Processes Noncommutative Formal Power Series and Chaotic Representation of Stochastic

Hardback (30 Aug 2024)

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Publisher's Synopsis

Describes an algebraic aspect of stochastic processes. This volume provides the description of the algebra of the space on one-dimensional Ito processes. It also considers an extension to the multi-dimensional case.

Book information

ISBN: 9781860947704
Publisher: Imperial College Press
Imprint: Imperial College Press
Pub date:
Number of pages: 180
Weight: -1g