Introduction to Stochastic Integration

Introduction to Stochastic Integration

Εμφάνιση άλλων εκδόσεων (1)

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Usin...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Chung, K.L (Συγγραφέας), Williams, R.J (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	New York, NY : Springer New York : Imprint: Birkhäuser, 2014.
Έκδοση:	2nd ed. 2014.
Σειρά:	Modern Birkhäuser Classics,
Θέματα:	Mathematics. Probabilities. Probability Theory and Stochastic Processes.
Διαθέσιμο Online:	Full Text via HEAL-Link

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