Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series - Durrett, Richard (Duke University, Durham, North Carolina, USA) - Books - Taylor & Francis Inc - 9780849380716 - June 21, 1996
In case cover and title do not match, the title is correct

Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition

Price
Íkr 30,359
excl. VAT

Ordered from remote warehouse

Expected delivery Aug 6 - 20
Get notified about new Durrett, Richard (Duke University, Durham, North Carolina, USA) releases
Add to your iMusic wish list

Not rated yet

Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.


341 pages, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 21, 1996
ISBN13 9780849380716
Publishers Taylor & Francis Inc
Pages 352
Dimensions 162 × 243 × 25 mm   ·   716 g
Language English  
Editor Durrett, Richard

More from the same publisher