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Il corso in breve
Docenti: Elena Issoglio.
CFU: 6
Periodo: 1° semestre
Programma:
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Prova orale:
- Tipologia: domande sul programma (teoria ed esempi, esercizi svolti).
📚 Biblioteca
Stochastic Differential Equations : An Introduction with Applications
Stochastic Differential Equations : An Introduction with Applications
Øksendal, Bernt
Springer
2013
Probabilità
Stochastic Calculus : An Introduction Through Theory and Exercises
Stochastic Calculus : An Introduction Through Theory and Exercises
Baldi, Paolo
Springer
2017
Probabilità
An Introduction to Stochastic Differential Equations
An Introduction to Stochastic Differential Equations
Evans, Lawrence C.
American Mathematical Society
2014
Probabilità
Stochastic Calculus for Finance II : Continuous-Time Models
Stochastic Calculus for Finance II : Continuous-Time Models
Shreve, Steven E.
Springer
2004
Probabilità
Brownian Motion : A Guide to Random Processes and Stochastic Calculus
Brownian Motion : A Guide to Random Processes and Stochastic Calculus
Schilling, René L. - Böttcher, Björn
De Gruyter
2021
Probabilità