Πρότυπο:MAM141-Biblio: Διαφορά μεταξύ των αναθεωρήσεων

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(Νέα σελίδα με '* Karatzas I. and S. Shreve. Brownian Motion and Stochastic Calculus. Springer. 1998 * Lamberton, D. & Lapeyre, B. (1996). Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall. * Oksendal B.: Stochastic Differential Equations, 6th edition. Springer 2007. * Revuz D. and M. Yor. Continuous martingales and Brownian motion. Springer. 2001 * Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Pr...')
 
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Γραμμή 5: Γραμμή 5:
* Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Press. 2002
* Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Press. 2002
* Steele J. M., Stochastic Calculus and Financial Applications, 2001.
* Steele J. M., Stochastic Calculus and Financial Applications, 2001.
* [Περιοδικό] Stochastic Analysis and Applications.
* [Περιοδικό / Journal] Stochastic Analysis and Applications.

Τελευταία αναθεώρηση της 17:03, 28 Αυγούστου 2022

  • Karatzas I. and S. Shreve. Brownian Motion and Stochastic Calculus. Springer. 1998
  • Lamberton, D. & Lapeyre, B. (1996). Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall.
  • Oksendal B.: Stochastic Differential Equations, 6th edition. Springer 2007.
  • Revuz D. and M. Yor. Continuous martingales and Brownian motion. Springer. 2001
  • Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Press. 2002
  • Steele J. M., Stochastic Calculus and Financial Applications, 2001.
  • [Περιοδικό / Journal] Stochastic Analysis and Applications.