From elementary probability to stochastic differential equations with Maple.
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| Format: | Livre |
| Publicat: |
Springer,
2001.
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| Descripció de l’ítem: | The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory. |
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| Descripció física: | XVI- 310 p. |
| ISBN: | 3450426663 |