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English
English
Book
Hardback
Describes Brownian motion and the associated stochastic calculus, including their relationship to pa...
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Libristo code: 06724681
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569 b
569 b
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Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.
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About the book
Full name
Stochastic Calculus
Author
Richard Durrett
Language
English
English
Binding
Book - Hardback
Date of issue
1996
Number of pages
341
EAN
9780849380716
ISBN
9780849380716
Libristo code
06724681
Publishers
Taylor & Francis Inc
Weight
716
Dimensions
162 x 243 x 25
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