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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition
Richard Durrett
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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition
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 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 |
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