Simulation and inference for stochastic differential equations: with r examples
Auteur :
Iacus, Stefano M.
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387758381
Date de publication :
5 mai 2008
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
In order to make this book useful to a wider audience, we decided to keep the mathematical level of the book su?ciently low and often rely on heuristic arguments to stress the underlying ideas of the concepts introduced rather than insist on technical details.