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Stochastic analysis : Itô and Malliavin calculus in tandemMatsumoto, Hiroyuki ; Taniguchi, SetsuoType of material - book ; adult, seriousPublication and manufacture - New York : Cambridge University Press, cop. 2017Language - englishISBN - 978-1-107-14051-6COBISS.SI-ID - 17839705
Author
Matsumoto, Hiroyuki |
Taniguchi, Setsuo
Topics
matematika |
verjetnost |
stohastični procesi |
martingali |
Itôva formula |
stohastične diferencialne enačbe |
Brownovo gibanje |
Malliavinov račun |
Black-Scholesov model |
mathematics |
probability |
stochastic processes |
martingales |
Itô formula |
stochastic differential equations |
Brownian motion |
Malliavin calculus |
Black-Scholes model
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Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
outside loan 1 cop.
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Matsumoto, Hiroyuki | ![]() |
Taniguchi, Setsuo | ![]() |
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