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Stochastic calculus : a practical introduction /

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This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial different...

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Bibliographic Details
Main Author: Durrett, Richard, 1951-
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, ©1996.
Series:Probability and stochastics series.
Subjects:
Stochastic analysis.
Stochastic processes.
Stochastic Processes
Analyse stochastique.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Stochastic processes
Stochastic analysis
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Call Number: QA274.2 .D87 1996
 
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QA274.2 .D87 1996 Available