Stochastic analysis, stochastic systems, and applications to finance [electronic resource] / edited by Allanus Tsoi, David Nualart, George Yin. - Singapore : World Scientific, c2011. - x, 261 p. : ill.

"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.

Includes bibliographical references.

pt. 1. Stochastic analysis and systems -- pt. 2. Finance and stochastics.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9789814355711 (electronic bk.)




Finance--Mathematical models--Congresses.
Stochastic systems--Congresses.
Stochastic analysis--Congresses.


Electronic books.

HG106 / .S76 2011