Introduction to Stochastic Calculus With Applications

Klebaner, Fima C.

ISBN 10: 186094566X ISBN 13: 9781860945663

Verlag: Icp, 2005

Sprache: Englisch

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Titel: Introduction to Stochastic Calculus With ...

Verlag: Icp

Erscheinungsdatum: 2005

Einband: Softcover

Zustand: New

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

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Introduction to Stochastic Calculus With Applications

Klebaner, Fima C.

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