Cover -- Half title -- Published Titles -- Title -- Copyright -- Contents -- Preface -- Chapter 1 Basic notions and facts from stochastic analysis, mathematical finance and insurance -- 1.1 Stochastic analysis -- 1.2 Contemporary stochastic analysis -- 1.3 Mathematical nance and…
It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications.…
