Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successfu……続きを見る
著者:Fima C Klebaner
出版社: World Scientific Publishing Company
発売日: 2005年06月20日
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for pra……続きを見る