Spar
An Introduction to Continuous-Time Stochastic Processes
Forfatter:
heftet, 2016
Engelsk
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.
- Undertittel
- Theory, Models, and Applications to Finance, Biology, and Medicine
- Forfatter
- Vincenzo Capasso, David Bakstein
- Opplag
- Softcover reprint of the original 3rd ed. 2015
- ISBN
- 9781493938360
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 9.10.2016
- Forlag
- Birkhauser Boston Inc
- Antall sider
- 482
