Continuous Stochastic Calculus with Applications to Finance
Edition: 1st edition
Publisher: Chapman & Hall/CRC
Published: October 25, 2000
Language: eng
Format: Hardcover
Number of pages: 336
ISBN-13: 9781584882343
Subjects: Economics; Mathematical modelling; Probability & statistics; Stochastics; Stochastic analysis; Investments & Securities - General; Mathematical Models In Economics; Stochastic Processes; Business & Economics; Business / Economics / Finance; Business/Economics; Probability & Statistics - General; Applied; Finance; Mathematics / General; Economics - General; Mathematical models
First sentence: Preliminaries. Let (F, P) be a probability space, R = [-, +] denote the extended real line and B(R) and B (Rn) the Borel o-fields on R and Rn respectively.