From elementary probability to stochastic differential equations with Maple.

Furkejuvvon:
Bibliográfalaš dieđut
Váldodahkkit: Cyganowski, Sasha, Kloeden, Peter E. (Dahkki)
Materiálatiipa: Livre
Almmustuhtton: Springer, 2001.
Fáttát:
Govvádus
Fuomášahttimat: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.
Olgguldas hápmi:XVI- 310 p.
ISBN:3450426663