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4 pages • first pub 1987 (editions)
ISBN/UID: 9780671640316
Format: Hardcover
Language: English
Publisher: Little Simon
Publication date: 23 June 1987
Description
It includes information on Brownian motion, motivation of stochastic models with Brownian motion, Itô and Stratonovich stochastic integrals, Itô's formula, stochastic differential equations (SDEs), solutions of SDEs as Markov processes, applicatio...
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4 pages • first pub 1987 (editions)
ISBN/UID: 9780671640316
Format: Hardcover
Language: English
Publisher: Little Simon
Publication date: 23 June 1987
Description
It includes information on Brownian motion, motivation of stochastic models with Brownian motion, Itô and Stratonovich stochastic integrals, Itô's formula, stochastic differential equations (SDEs), solutions of SDEs as Markov processes, applicatio...
Community Reviews
Content Warnings