Introduction to stochastic analysis integrals and differential equations

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, ra...

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Detalles Bibliográficos
Otros Autores: Mackevicius, Vigirdas, author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: London : Hoboken, N.J. : ISTE Ltd ; John Wiley 2011.
Edición:First edition
Colección:Applied stochastic methods series
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627737906719

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