,

Probability Theory III

Stochastic Calculus

Paperback Engels 2010 9783642081224
€ 120,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

Specificaties

ISBN13:9783642081224
Taal:Engels
Bindwijze:paperback
Aantal pagina's:256
Uitgever:Springer Berlin Heidelberg

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

1. Introduction to Stochastic Calculus.- 2. Stochastic Differential and Evolution Equations.- 3. Stochastic Calculus on Filtered Probability Spaces.- 4. Martingales and Limit Theorems for Stochastic Processes.- Author Index.

Managementboek Top 100

€ 120,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Artikelen

          Probability Theory III