This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications...Loe edasi...
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications...Loe edasi...
Sari: Modeling and Simulation in Science, Engineering and Technology
(Ilmumisaeg: 29-May-2015, PDF+DRM, Kirjastus: Birkhauser Boston Inc, ISBN-13: 9781493927579)
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications,...Loe edasi...
Sari: Modeling and Simulation in Science, Engineering and Technology
(Ilmumisaeg: 27-Jul-2012, PDF+DRM, Kirjastus: Birkhauser Boston Inc, ISBN-13: 9780817683467)
Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applic...Loe edasi...
Sari: Modeling and Simulation in Science, Engineering and Technology
(Ilmumisaeg: 03-Jan-2008, PDF+DRM, Kirjastus: Birkhauser Boston Inc, ISBN-13: 9780817644284)
This book is a systematic, rigorous, and self-consistent introduction to the theory of continuous-time stochastic processes. But it is neither a tract nor a recipe book as such; rather, it is an account of fundamental concepts as they appear in relev...Loe edasi...
