Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series - Durrett, Richard (Duke University, Durham, North Carolina, USA) - Books - Taylor & Francis Inc - 9780849380716 - June 21, 1996
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Durrett, Richard (Duke University, Durham, North Carolina, USA)
Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series 1st edition

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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.

341 pages, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 21, 1996
ISBN13 9780849380716
Publishers Taylor & Francis Inc
Pages 352
Dimensions 162 × 243 × 25 mm   ·   716 g
Language English  
Editor Durrett, Richard

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