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Table of contents (31 chapters)
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Front Matter
About this book
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev’s works is included.
The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.
Authors and Affiliations
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Université de Franche-Comté, Besançon Cedex, France
Yuri Kabanov
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Department of Electrical Engineering-Systems, Tel Aviv University, Tel Aviv, Israel
Robert Liptser
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School of Mathematics & Statistics, University of Newcastle, University of Newcastle, UK
Jordan Stoyanov
Bibliographic Information
Book Title: From Stochastic Calculus to Mathematical Finance
Book Subtitle: The Shiryaev Festschrift
Authors: Yuri Kabanov, Robert Liptser, Jordan Stoyanov
DOI: https://doi.org/10.1007/978-3-540-30788-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2006
Hardcover ISBN: 978-3-540-30782-2Published: 09 February 2006
Softcover ISBN: 978-3-642-06803-4Published: 14 October 2010
eBook ISBN: 978-3-540-30788-4Published: 03 April 2007
Edition Number: 1
Number of Pages: XXXVII, 633
Topics: Probability Theory and Stochastic Processes, Systems Theory, Control