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Stochastic Calculus and Applications

af Samuel N. Cohen, Robert J. Elliott

indgår i Probability and Its Applications serien

Stochastic Calculus and Applications af Samuel N. Cohen
Bag om Stochastic Calculus and Applications

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781493936816
  • Indbinding:
  • Paperback
  • Sideantal:
  • 666
  • Udgivet:
  • 19. november 2015
  • Udgave:
  • 22015
  • Størrelse:
  • 156x235x43 mm.
  • Vægt:
  • 1046 g.
  • 8-11 hverdage.
  • 6. december 2024

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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.

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