From elementary probability to stochastic differential equations with Maple.

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Bibliographic Details
Main Author: Cyganowski, Sasha.
Other Authors: Kloeden, Peter E.
Format: Livre
Published: Springer, 2001.
Subjects:
Description
Item Description: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.
Physical Description:XVI- 310 p.
ISBN:3450426663