Stochastic differential equations : an introduction with applications /
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presenta...
Cote: | Libro Electrónico |
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Auteur principal: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Berlin ; New York :
Springer,
©1998.
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Édition: | 5th ed. |
Collection: | Universitext.
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Sujets: | |
Accès en ligne: | Texto completo |