Stochastic analysis, stochastic systems, and applications to finance

Published by : World Scientific, (Singapore :) Physical details: x, 261 p. : ill. Year: 2011
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"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. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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