Gikhman, Iosif Ilyich
The Theory of Stochastic Processes III
Table of contents
1. Martingales and Stochastic Integrals
Iosif Ilyich Gikhman, Anatoli Vladimirovich Skorokhod
2. Stochastic Differential Equations
Iosif Ilyich Gikhman, Anatoli Vladimirovich Skorokhod
3. Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ℛ
Iosif Ilyich Gikhman, Anatoli Vladimirovich Skorokhod
Nyckelord: Mathematics, Probability Theory and Stochastic Processes
- Författare
- Gikhman, Iosif Ilyich
- Skorokhod, Anatoli Vladimirovich
- Utgivare
- Springer
- Utgivningsår
- 2007
- Språk
- en
- Utgåva
- 1
- Serie
- Classics in Mathematics
- Sidantal
- 398 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783540499411
- Tryckt ISBN
- 978-3-540-49940-4
