Stochastic analysis in discrete and continuous settings
Auteur :
Privault, Nicolas
Éditeur :
Privault, Nicolas
ISBN :
9783642023798
Date de publication :
24 juil. 2009
Dimensions :
23,4 x 15,6 x 1,7 cm
Poids :
1020 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.