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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics Nicolas Privault 2009 edition
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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics
Nicolas Privault
This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.
328 pages, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 14, 2009 |
| ISBN13 | 9783642023798 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 328 |
| Dimensions | 156 × 234 × 17 mm · 458 g |
| Language | English |
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