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Stochastic Calculus in Manifolds · Study

BookStochastic Calculus in Manifolds

Michel Émery1989

Book1989

Stochastic Calculus in Manifolds

406 citations·0/0 files stored·Universitext

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Stochastic processes and financial applications Advanced Differential Geometry Research Geometric Analysis and Curvature Flows

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2015Probability Distribution in the SABR Model of Stochastic Volatility 2001Interest Rates and Information Geometry 2001Interest rates and information geometry 2018A class of globally solvable Markovian quadratic BSDE systems and applications 2004A short history of stochastic integration and mathematical finance: the early years, 1880–1970 2011Cultural Epigenetics: On the Heritability of Complex Diseases

Details

Year1989

Typebook

Published1989-01-01

VenueUniversitext

ISSN-L0172-5939

Languageen

Citations406

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-75051-9

openalex_workW1561367079

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