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Introduction To Stochastic Integration
idioma: inglês
Editor:
SPRINGER-VERLAG NEW YORK INC., novembro de 2005 ‧
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SINOPSE
It was the beginning of the Itˆ o calculus, the counterpart of the Leibnizâ€"Newton calculus for random functions. The Itˆ o formula is the chain rule for the Itˆocalculus.Butitcannotbe expressed as in the Leibnizâ€"Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780387287201 |
| Editor: | SPRINGER-VERLAG NEW YORK INC. |
| Data de Lançamento: | novembro de 2005 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 279 |
| Tipo de produto: | Livro |
| Coleção: | Universitext |
| Classificação Temática: |
Livros em Inglês
>
Ciências Exatas e Naturais
>
Matemática
|
| EAN: | 9780387287201 |
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