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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 fourth 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
Fourth Edition 2021
ISBN
9783030696559
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2022-06-20
Sidor
560