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Stochastic Calculus

By: USA) Durrett North Carolina Durham Richard (Duke University (Author)

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Ksh 36,000.00

Format: Hardback or Cased Book

ISBN-13: 9780849380716

Publisher: Taylor & Francis Inc

Publication Date: Jun 21st, 1996

Weight: 716 grams

Dimension: 24.30 x 16.20 x 2.50 cms

Category: Calculus

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Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.

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