Book Details

From Stochastic Calculus to Mathematical Finance

Publication year: 2006

ISBN: 978-3-540-30788-4

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The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev's works is included. The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area.


Subject: Mathematics and Statistics, disorder problem, mathematical economics, mathematical finance, optimal control, semimartingales, stochastic calculus, stochastic equations