From elementary probability to stochastic differential equations with Maple.

Enregistré dans:
Sonraí Bibleagrafaíochta
Príomhúdar: Cyganowski, Sasha.
Údair Eile: Kloeden, Peter E.
Formáid: Livre
Foilsithe: Springer, 2001.
Ábhair:
Cur Síos
Cur Síos ar an Mír: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.
Cur Síos Fisiciúil:XVI- 310 p.
ISBN:3450426663