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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Øksendal, B. K. (Bernt Karsten), 1945-
Format: Électronique eBook
Langue:Inglés
Publié: Berlin ; New York : Springer, ©1998.
Édition:5th ed.
Collection:Universitext.
Sujets:
Accès en ligne:Texto completo