Stochastic calculus : a practical introduction /
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| Corporate Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press, an imprint of Taylor and Francis,
[2018].
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| Edition: | First edition. |
| Series: | Probability and stochastics series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- chapter 1 Brownian Motion / Richard Durrett
- chapter 2 Stochastic Integration / Richard Durrett
- chapter 3 Brownian Motion, II / Richard Durrett
- chapter 4 Partial Differential Equations / Richard Durrett
- chapter 5 Stochastic Differential Equations / Richard Durrett
- chapter 6 One Dimensional Diffusions / Richard Durrett
- chapter 7 Diffusions as Markov Processes / Richard Durrett
- chapter 8 Weak Convergence / Richard Durrett.