Stochastic calculus

Stochastic calculus: a practical introduction

by Durrett, Richard

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Title Statements

  • Full title :Stochastic calculus : a practical introduction.

Edition Statements

  • Publication Date:1996.

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton
  • Language:eng
  • Publication Date:1996.

Notes

Revised editon of: Brownian motion and martingales in analysis. c1984.

The Physical Object

  • Description:341 s.

Edition Identifiers

  • ISBN:0849380715, 9780849380716
  • oclc:ocn472351061

Subjects

Analyse stochastique Stochastic analysis

Writers

Durrett, Richard

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