Stochastic Calculus (English, Richard Durrett)
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Book Details
Publisher
CRC Press
Language
English
ISBN-13
9780849380716
ISBN-10
0849380715
Author
Richard Durrett
About the Book
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators,…
ISBN: 9780849380716
ISBN-13: 9780849380716
ISBN-10: 0849380715
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Product ID: isbn-9780849380716
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