From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift /

• Main Authors: Kabanov, Yuri (Author), Liptser, Robert (Author), Stoyanov, Jordan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Subjects: Mathematics.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Systems Theory, Control.

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 an...