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Книга Stochastic Calculus Richard Durrett

Stochastic Calculus

A Practical Introduction

Автор: Richard Durrett
Език: Английски език
Корици: С твърди корици
Издател: Taylor & Francis Inc
Наличност: Външен склад
Изпращаме след 9-15 дни
227.97 € 445.86 лв
Describes Brownian motion and the associated stochastic calculus, including their relationship to pa...

Информация за книгата

Автор
Richard Durrett
Език
Английски език
Корици
Книга - С твърди корици
Издадена
1996
страници
341
EAN
9780849380716
ISBN
9780849380716
Enbook ID
06724681
Издател
Taylor & Francis Inc
Теглоt
716
Размери
162 x 243 x 25

Пълно описание

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.

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