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Kurztext
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This affordable new softcover edition of a classic text on stochastic integration, recognized for its clarity of presentation, includes additional exercises and new material on the Cameron-Martin Girsanov transformation and stochastic differential equations.
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Detailansicht
Introduction to Stochastic Integration
Modern Birkhäuser Classics
ISBN/EAN: 9781461494966
Umbreit-Nr.: 5658710
Sprache:
Englisch
Umfang: XVI, 278 S., 11 s/w Illustr.
Format in cm:
Einband:
kartoniertes Buch
Erschienen am 03.12.2013
Auflage: 1/2013