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An Introduction to Continuous-Time Stochastic Processes
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An Introduction to Continuous-Time Stochastic Processes

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.
Undertitel
Theory, Models, and Applications to Finance, Biology, and Medicine
Upplaga
Softcover reprint of the original 3rd ed. 2015
ISBN
9781493938360
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
9.10.2016
Sidor
482