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Stochastic calculus: an introduction through theory and exercises

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more...

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Detalles Bibliográficos
Autor principal: Baldi, Paolo
Lenguaje:eng
Publicado: Springer 2017
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-62226-2
http://cds.cern.ch/record/2296538