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Stochastic Calculus

A Practical Introduction

by Richard (Duke University, Durham, North Carolina, Usa) Durrett
language: english
Publisher: TAYLOR & FRANCIS INC, June of 1996 ‧
254,14€
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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.

Stochastic Calculus

A Practical Introduction

by Richard (Duke University, Durham, North Carolina, Usa) Durrett

Property Description
ISBN: 9780849380716
Publisher: TAYLOR & FRANCIS INC
Release Date: June of 1996
Language: English
Cover: Hardcover
Pages: 352
Format: Book
Collection: Probability And Stochastics Series
Categories: Books in English > Science > Mathematics
EAN: 9780849380716