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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition
Durrett, Richard (Duke University, Durham, North Carolina, USA)
Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition
Durrett, Richard (Duke University, Durham, North Carolina, USA)
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 |