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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, rat...

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Detalles Bibliográficos
Autor principal: Mackevicius, Vigirdas
Lenguaje:eng
Publicado: Wiley-ISTE 2013
Materias:
Acceso en línea:http://cds.cern.ch/record/1616867