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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1th edição
Durrett, Richard (Duke University, Durham, North Carolina, USA)
Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1th edição
Durrett, Richard (Duke University, Durham, North Carolina, USA)
Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.
341 pages, black & white illustrations
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 21 de junho de 1996 |
ISBN13 | 9780849380716 |
Editoras | Taylor & Francis Inc |
Páginas | 352 |
Dimensões | 162 × 243 × 25 mm · 716 g |
Idioma | English |
Editor | Durrett, Richard |
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