In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author ...
Lire la suiteThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lire la suiteThe theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
Lire la suite