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Introduction to stochastic calculus with applications / Fima C. Klebaner.

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Author/Creator:
Klebaner, Fima C.
Language:
English.
Publication date:
2012
Imprint:
3rd ed. - London : Imperial College Press ; Singapore : Dist. by World Scientific Press, c2012.
Format:
  • Book
  • xiv, 438 p. ; 24 cm.
Bibliography:
Includes bibliographical references (p. 429-434) and index.
Summary:
This text presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering.
Subjects:
ISBN:
9781848168312
1848168314
9781848168329
1848168322

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