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Brownian Motion And Stochastic Calculus

Contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. This book includes a number of problems and exercises.
RIP - This product is no longer available on our network. It was last seen on 01.01.2015

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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780387976556
Availability: In Stock
£38.24
probability theory & statistics Mathematics, Science, Technology & Medicine > Mathematics > Probability Theory & Statistics
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Product Description

Contains a detailed discussion of weak & strong solutions of stochastic differential equations & a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. This book

Includes:: a number of problems & exercises.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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