Informal Introduction To Stochastic Calculus With Applications, An

Informal Introduction To Stochastic Calculus With Applications, An

Calin, Ovidiu

World Scientific Publishing Co Pte Ltd

08/2015

332

Dura

Inglês

9789814678933

15 a 20 dias

Descrição não disponível.
A Few Introductory Problems; Basic Notions; Useful Stochastic Processes; Properties of Stochastic Processes; Stochastic Integration; Stochastic Differentiation; Stochastic Integration Techniques; Stochastic Differential Equations; Applications of Brownian Motion; Girsanov's Theorem and Brownian Motion; Some Applications of Stochastic Calculus; Hints and Solutions;
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Stochastic Processes, Probability Distribution, Brownian Motion, Filtering Theory, Martingale, Ito Calculus, Poisson Process, Bessel Process