Stochastic Processes, Finance and Control
Author | : Robert J. Elliot |
Publisher | : World Scientific |
Total Pages | : 605 |
Release | : 2012 |
Genre | : Mathematics |
ISBN | : 9814383309 |
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This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.