Introduction to Stochastic Calculus with Applications

Fima C. Klebaner

ISBN 10: 186094566X / ISBN 13: 9781860945663

Verlag: Imperial College Press, 2005

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Bestandsnummer des Verkäufers 6551912

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Titel: Introduction to Stochastic Calculus with ...

Verlag: Imperial College Press

Erscheinungsdatum: 2005

Einband: Softcover

Zustand: Used

Auflage: 2. Auflage

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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