Stochastic calculus with infinitesimals

Stochastic calculus with infinitesimals

by Herzberg, Frederik

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Title Statements

  • Full title :Stochastic calculus with infinitesimals / Frederik Herzberg.

Edition Statements

  • Publication Date:©2013.

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:New York
  • Language:eng
  • Publication Date:©2013.

The Physical Object

  • Description:xviii, 112 p. : : ill. ; : 24 cm.

Edition Identifiers

  • ISBN:9783642331480, 3642331483
  • oclc:ocn824685424
  • Dewey Decimal:519.22

Subjects

Analyse stochastique Équations différentielles stochastiques Intégrales stochastiques Stochastic analysis Stochastic differential equations Stochastic integrals

Writers

Herzberg, Frederik

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