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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics Nicolas Privault 2009 edition
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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics
Nicolas Privault
This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.
328 pages, black & white illustrations
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 14. august 2009 |
| ISBN13 | 9783642023798 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 328 |
| Mål | 156 × 234 × 17 mm · 458 g |
| Språk | Engelsk |
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