From elementary probability to stochastic differential equations with Maple /

The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate stude...

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Bibliographic Details
Main Author: Cyganowski, Sasha (Author)
Other Authors: Kloeden, Peter E., Ombach, Jerzy, 1950-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2002]
Series:Universitext.
Subjects:
Online Access:Table of contents
Table of contents
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Kapitel 1
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by Cyganowski, Sasha
Published 2002
Book