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The Theory of Stochastic Processes III

Specificaties
Paperback, 387 blz. | Engels
Springer Berlin Heidelberg | 0e druk, 2007
ISBN13: 9783540499404
Rubricering
Springer Berlin Heidelberg 0e druk, 2007 9783540499404
Onderdeel van serie Classics in Mathematics
€ 66,99
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Samenvatting

This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing.

The authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.

Specificaties

ISBN13:9783540499404
Taal:Engels
Bindwijze:paperback
Aantal pagina's:387
Uitgever:Springer Berlin Heidelberg
Druk:0

Inhoudsopgave

Martingales and Stochastic Integrals.- Stochastic Differential Equations.- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m.
€ 66,99
Levertijd ongeveer 8 werkdagen

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        The Theory of Stochastic Processes III