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
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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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245 0 0 |a Stochastic analysis, stochastic systems, and applications to finance  |h [electronic resource] /  |c edited by Allanus Tsoi, David Nualart, George Yin. 
260 |a Singapore :  |b World Scientific,  |c c2011. 
300 |a x, 261 p. :  |b ill. 
500 |a "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. 
504 |a Includes bibliographical references. 
505 0 |a pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Finance  |x Mathematical models  |v Congresses. 
650 0 |a Stochastic systems  |v Congresses. 
650 0 |a Stochastic analysis  |v Congresses. 
655 4 |a Electronic books. 
700 1 |a Tsoi, Allanus Hak-Man,  |d 1955- 
700 1 |a Nualart, David,  |d 1951- 
700 1 |a Yin, George,  |d 1954- 
710 2 |a University of Kansas. 
710 2 |a University of Missouri--Columbia. 
710 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=840636  |z Click to View