Stochastic Calculus / Najlacnejšie knihy
Stochastic Calculus

Code: 06724681

Stochastic Calculus

by Richard Durrett

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 ... more

222.09 €


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Book synopsis

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.

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Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

222.09 €

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