Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
1919 Kč
Sleva až 70% u třetiny knih
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
Autor: | Rogers, L. C. G.; Williams, David |
Nakladatel: | Cambridge University Press |
ISBN: | 9780521775939 |
Rok vydání: | 2000 |
Jazyk : | Angličtina |
Vazba: | Paperback |
Počet stran: | 496 |
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