Introduction to stochastic integration
Auteur :
Chung, Kai Lai
Éditeur :
Chung, Kai LaiWilliams, Ruth J.,
ISBN :
9781461288374
Date de publication :
30 sept. 2011
Dimensions :
23,5 x 15,5 x 1,6 cm
Poids :
456 g
Langue :
Anglais
Pays d'origine :
USA
This softcover reprint of a classic textbook offers a highly readable introduction to stochastic integration and stochastic differential equations. It combines developments of the basic theory with applications and includes exercises.