Stochastic Calculus and Applications

• Κύριοι συγγραφείς: Cohen, Samuel N. (Συγγραφέας), Elliott, Robert 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, 2015.
• Έκδοση: 2nd ed. 2015.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Partial differential equations.; Economics, Mathematical.; Computer mathematics.; Probabilities.; Electrical engineering.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Electrical Engineering.; Computational Mathematics and Numerical Analysis.; Quantitative Finance.

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those work...