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Titel: Introduction to Stochastic Calculus with ...

Verlag: Imperial College Press

Erscheinungsdatum: 2005

Einband: Hardcover

Zustand: Very Good

Zustand des Schutzumschlags: Very Good

Auflage: 2nd Edition

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Book by Fima C Klebner

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"The material in the book is presented concisely ... it contains many worked out examples while the stochastic calculus is presented in a concentrated but transparent form." Professor Robert Liptser Tel Aviv University Reviews of the First Edition "... hard to find books on stochastic analysis which present such a wide spectrum of results with relatively modest prerequisites." Mathematical Reviews "It provides a good introduction to stochastic analysis, leaving out several of the more technical proofs. The variety of examples and exercises suggests to use the book for self-studies." Zentralblatt MATH

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