Stochastic Calculus: A Practical Introduction
(Bog, Hardback, Engelsk)
Forlag:
Taylor & Francis Inc
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9780849380716
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Bemærk: Kan ikke leveres før jul.
Beskrivelse
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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| Forlag | Taylor & Francis Inc |
| Forfatter | Richard Durrett |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 21-06-1996 |
| Første udgivelsesår | 1996 |
| Serie | Probability and Stochastics Series |
| Illustrationer | 1584 equations |
| Originalsprog | United States |
| Sideantal | 352 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Inc |
| Sideoplysninger | 352 pages |
| Mål | 243 x 162 x 25 |
| ISBN-13 / EAN-13 | 9780849380716 |