Introduction to stochastic analysis : integrals and differential equations /

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rat...

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Bibliographic Details
Main Author: Mackevičius, Vigirdas
Format: Electronic eBook
Language:English
Published: London : Hoboken, NJ : ISTE Ltd ; John Wiley, 2011.
Series:Applied stochastic methods series.
Subjects:
Online Access:CONNECT