Stochastic calculus
Auteur :
Grigoriu, Mircea
Éditeur :
Grigoriu, Mircea
ISBN :
9780817642426
Date de publication :
24 sept. 2002
Dimensions :
23,4 x 15,6 x 4,1 cm
Poids :
1276 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
Allemagne
Focuses on analyzing and presenting solutions for a wide range of stochastic problems in applied mathematics, probability theory, physics, science, engineering, and finance. This book outlines essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation.