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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series Richard Durrett 1. Ausgabe
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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series
Richard Durrett
Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.
341 pages, black & white illustrations
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 21. Juni 1996 |
| ISBN13 | 9780849380716 |
| Verlag | Taylor & Francis Inc |
| Seitenanzahl | 352 |
| Maße | 162 × 243 × 25 mm · 716 g |
| Sprache | Englisch |
| Redakteur | Durrett, Richard |
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