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Stochastic Calculus (English, Richard Durrett)
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Specifications
| Publisher | CRC Press |
| Language | English |
| ISBN-13 | 9780849380716 |
| ISBN-10 | 0849380715 |
| Author | Richard Durrett |
Product Description
About the Book
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case. The book concludes with a treatment of semigroups and generators,…
ISBN: 9780849380716
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Stochastic Calculus
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in CRC Press
Who Should Read This
Students and professionals interested in CRC Press, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
Frequently Asked Questions
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Stochastic Calculus is available in English on GlowMirror.
Who is the author of Stochastic Calculus?
Stochastic Calculus is authored by Richard Durrett.
Who published Stochastic Calculus?
Stochastic Calculus is published by CRC Press.
How many pages does Stochastic Calculus have?
Page count information for Stochastic Calculus is available in the specifications section of this page.
How long does it take to read Stochastic Calculus?
At an average reading speed of 250 words per minute, reading Stochastic Calculus takes a few hours to a few days depending on reading pace.
What is Stochastic Calculus about?
About the Book
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stoch...
Is Stochastic Calculus suitable for beginners?
Whether Stochastic Calculus is suitable for beginners depends on your background in CRC Press. Review the product description and specifications above for details on the target audience and difficulty level.
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Stochastic Calculus is from the CRC Press edition/year. Check the specifications section for full edition details.
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