Stochastic Calculus
Richard (Duke University, Durham, North Carolina, USA) Durrett
Taylor & Francis Inc, 1996
283,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780849380716
- ISBN-10
- 0849380715
- Publisher
- Taylor & Francis Inc
- Year
- 1996
- Publication date
- 1996-06-21
- Pages
- 352
- Dimensions
- 243x162x25
- Weight
- 716