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Stochastic Calculus - Richard (Duke University Durrett - Bog

- A Practical Introduction

Bag om Stochastic Calculus

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780849380716
  • Indbinding:
  • Hardback
  • Sideantal:
  • 352
  • Udgivet:
  • 21. Juni 1996
  • Størrelse:
  • 162x243x25 mm.
  • Vægt:
  • 716 g.
  • 8-11 hverdage.
  • 18. Oktober 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Calculus

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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