Stochastic Differential Equations

Auteur: Øksendal, Bernt
Editeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Sur commande
Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
ISBN / EAN 9783540047582
Auteur Øksendal, Bernt
Editeur Springer-Verlag Berlin and Heidelberg GmbH & Co. KG