Applied diffusion processes from Engineering to Finance, Janssen
Автор: L. C. G. Rogers Название: Diffusions, Markov Processes and Martingales ISBN: 0521775930 ISBN-13(EAN): 9780521775939 Издательство: Cambridge Academ Рейтинг: Цена: 11563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
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