Stochastic calculus : a practical introduction /
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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| Format: | eBook |
| Language: | English |
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Boca Raton :
CRC Press,
©1996.
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| Series: | Probability and stochastics series.
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| Online Access: | Connect to the full text of this electronic book |
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