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.
Hardback (30 Aug 2024)
Includes delivery to the United States
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.
ISBN: | 9781860947704 |
Publisher: | Imperial College Press |
Imprint: | Imperial College Press |
Pub date: | 30 Aug 2024 |
Number of pages: | 180 |
Weight: | -1g |