Tallenna
An Introduction to Continuous-Time Stochastic Processes
Kirjailija:
nidottu, 2016
englanti
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
- Alaotsikko
- Theory, Models, and Applications to Finance, Biology, and Medicine
- Kirjailija
- Vincenzo Capasso, David Bakstein
- Painos
- Softcover reprint of the original 3rd ed. 2015
- ISBN
- 9781493938360
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 9.10.2016
- Kustantaja
- Birkhauser Boston Inc
- Sivumäärä
- 482
