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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series Richard Durrett 1:a utgåva
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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
| Media | Böcker Inbunden Bok (Inbunden bok med hårda pärmar och skyddsomslag) |
| Releasedatum | 21 juni 1996 |
| ISBN13 | 9780849380716 |
| Utgivare | Taylor & Francis Inc |
| Antal sidor | 352 |
| Mått | 162 × 243 × 25 mm · 716 g |
| Språk | Engelska |
| Redaktör | Durrett, Richard |
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