Cargando…

Stochastic calculus and applications

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those work...

Descripción completa

Detalles Bibliográficos
Autores principales: Cohen, Samuel N, Elliott, Robert J
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4939-2867-5
http://cds.cern.ch/record/2112852