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Language: en
Pages: 292
Pages: 292
Type: BOOK - Published: 2014 - Publisher: Erich Schmidt Verlag GmbH & Co. KG
The main purpose of the book is to present, at a graduate level and in a self-contained way, the most important aspects of the theory of continuous stochastic p
Language: en
Pages: 368
Pages: 368
Type: BOOK - Published: 2014-01-09 - Publisher: OUP Oxford
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic
Language: en
Pages: 345
Pages: 345
Type: BOOK - Published: 2014-11-19 - Publisher: Springer
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
Language: en
Pages: 572
Pages: 572
Type: BOOK - Published: 2014-06-28 - Publisher: Elsevier
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale f
Language: en
Pages: 749
Pages: 749
Type: BOOK - Published: 2017-05-04 - Publisher: Cambridge University Press
This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering.
