Introduction to Stochastic Calculus With Applications

Klebaner, Fima C.

ISBN 10: 186094566X ISBN 13: 9781860945663

Editorial: Icp, 2005

Idioma: Ingl�s

Nuevos Condici�n: New Encuadernaci�n de tapa blanda

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T�tulo: Introduction to Stochastic Calculus With ...

Editorial: Icp

A�o de publicaci�n: 2005

Encuadernaci�n: Encuadernaci�n de tapa blanda

Condici�n: New

Edici�n: 2� Edici�n

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"The material in the book is presented concisely ... it contains many worked out examples while the stochastic calculus is presented in a concentrated but transparent form." Professor Robert Liptser Tel Aviv University Reviews of the First Edition "... hard to find books on stochastic analysis which present such a wide spectrum of results with relatively modest prerequisites." Mathematical Reviews "It provides a good introduction to stochastic analysis, leaving out several of the more technical proofs. The variety of examples and exercises suggests to use the book for self-studies." Zentralblatt MATH

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Introduction to Stochastic Calculus With Applications

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