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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 | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 21 juni 1996 |
| ISBN13 | 9780849380716 |
| Uitgevers | Taylor & Francis Inc |
| Pagina's | 352 |
| Afmetingen | 162 × 243 × 25 mm · 716 g |
| Taal en grammatica | Engels |
| Uitgever | Durrett, Richard |
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