Stochastic calculus : a practical introduction /

This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential...

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Bibliographic Details

Main Author:	Durrett, Richard, 1951- (Author)
Corporate Authors:	Taylor & Francis, Taylor and Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, an imprint of Taylor and Francis, [2018].
Edition:	First edition.
Series:	Probability and stochastics series.
Subjects:	Stochastic analysis. MATHEMATICS / Applied. MATHEMATICS / Probability & Statistics / Bayesian Analysis. MATHEMATICS / Probability & Statistics / General. Electronic books.
Online Access:	Connect to the full text of this electronic book