Stochastic Calculus: An Elementary Introduction Emphasizing Applications by Richard Durrett
Stochastic Calculus: An Elementary Introduction Emphasizing Applications

Richard Durrett

Stochastic Calculus: An Elementary Introduction Emphasizing Applications

Richard Durrett

250 pages missing pub info (editions)

nonfiction mathematics
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This text focuses on the parts of stochastic theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including the relationship to partial differential equation...

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