Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics - Nicolas Privault - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642023798 - August 14, 2009
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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics 2009 edition

Nicolas Privault

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Stochastic Analysis in Discrete and Continuous Settings - Lecture Notes in Mathematics 2009 edition

This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.

328 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 14, 2009
ISBN13 9783642023798
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 328
Dimensions 156 × 234 × 17 mm   ·   458 g
Language English  
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