Kniha Stochastic Calculus Richard Durrett

Stochastic Calculus

A Practical Introduction

Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Taylor & Francis Inc
Dostupnosť: Skladom u dodávateľa
Odosielame za 9-15 dní
218.33
Describes Brownian motion and the associated stochastic calculus, including their relationship to pa...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1996
Stránok
341
EAN
9780849380716
ISBN
9780849380716
Enbook ID
06724681
Hmotnosť
716
Rozmery
162 x 243 x 25

Kompletný popis

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.

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