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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series Richard Durrett 第1 版
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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series
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 one-dimensional case.
341 pages, black & white illustrations
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 1996年6月21日 |
| ISBN13 | 9780849380716 |
| 出版社 | Taylor & Francis Inc |
| ページ数 | 352 |
| 寸法 | 162 × 243 × 25 mm · 716 g |
| 言語 | 英語 |
| 編集者 | Durrett, Richard |
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