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Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series Richard Durrett 1. izdevums
Stochastic Calculus: A Practical Introduction - Probability and Stochastics Series
Richard Durrett
Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.
341 pages, black & white illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 1996. gada 21. jūnijs |
| ISBN13 | 9780849380716 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 352 |
| Izmēri | 162 × 243 × 25 mm · 716 g |
| Valoda | Angļu |
| Redaktors | Durrett, Richard |