Introduction to stochastic calculus with applications (third edition)
Auteur :
Klebaner, Fima C
Éditeur :
Imperial College Press
ISBN :
9781848168312
Date de publication :
22 mars 2012
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.