Kód: 06724681
Stochastic Calculus
Autor 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 ... celý popis
- Jazyk:
Angličtina - Vazba: Pevná
- Počet stran: 341
Nakladatelství: Taylor & Francis Inc, 1996
- Více informací o knize
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Anotace knihy
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.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis
5435 Kč
- Plný název: Stochastic Calculus
- Podnázev: A Practical Introduction
- Autor: Richard Durrett
- Jazyk: Angličtina
- Vazba: Pevná
- Počet stran: 341
- EAN: 9780849380716
- ISBN: 9780849380716
- ID: 06724681
- Nakladatelství: Taylor & Francis Inc
- Hmotnost: 716 g
- Rozměry: 243 × 162 × 25 mm
- Datum vydání: 21. June 1996
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