Kniha Stochastic Calculus Richard Durrett

Stochastic Calculus

A Practical Introduction

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 9-15 dnů
5 272
Describes Brownian motion and the associated stochastic calculus, including their relationship to pa...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
1996
Stránek
341
EAN
9780849380716
ISBN
9780849380716
Enbook ID
06724681
Hmotnost
716
Rozměry
162 x 243 x 25

Kompletní 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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