Klebaner, Fima
Libros de: Klebaner, Fima
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Introduction To Stochastic Calculus With Applications
Klebaner, Fima
Imperial College Press (2005)
- EAN: 9781860945663
- Páginas: 432
- Fecha de edición: 2005
pvp.41,90 €
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This book presents a simple but rigorous treatment of stochastic calculus. It covers advanced applications, such as models in mathematical finance, biology and engineering. It is suited to advanced undergraduates and graduates in stochastic processes ...