Book Review: Stochastic calculus in manifolds
نویسندگان
چکیده
منابع مشابه
Book Review: Stochastic Modeling: Theory and Reality
For decades, actuaries have historically used statistical and financial models that were inherently considered deterministic in the sense that random fluctuations are often ignored, although some type of sensitivity of the parameter and model assumptions have been employed to have a sense of the possible variation in the results. Today, such sensitivity analysis is unacceptably appropriate when...
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Leading game theorist Karl Sigmund calls his latest book The Calculus of Selfishness, although arguably The Calculus of Cooperation would have been an equally suitable title. The central problem is this: How can cooperation, or even altruism, come about in a population of selfish individuals? We see plenty of cooperation around us, most prominently in human societies but also within other speci...
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The material presented here is covered in the books by Neftci (An Introduction to the Mathematics of Financial Derivatives), or Chang (Stochastic Optimization in Continuous Time). Deeper treatments can be found for example in Shreve (Stochastic Calculus for Finance II), Steele (Stochastic Calculus and Financial Applications), and Oksendal (Stochastic Differential Equations: an Introduction with...
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1991
ISSN: 0273-0979
DOI: 10.1090/s0273-0979-1991-16066-0