Siirry suoraan sisältöön
An Introduction to Continuous-Time Stochastic Processes
Tallenna

An Introduction to Continuous-Time Stochastic Processes

This textbook, now in its fourth 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
Painos
Fourth Edition 2021
ISBN
9783030696559
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
20.6.2022
Sivumäärä
560