Introduction to stochastic analysis: integrals and differential equations
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Bibliographische Detailangaben
1. Verfasser: Mackevičius, Vigirdas (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: London Wiley 2013
Schriftenreihe:ISTE
Schlagworte:
Online-Zugang:FRO01
UBG01
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Beschreibung:14.4. Itô processes
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians
Beschreibung:1 Online-Ressource (278 pages)
ISBN:9781118603338
1118603338
9781118603246
1118603249

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