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Stochastic calculus and stochastic models [monographie]

Auteur(s): McShane, Edward James (1904-1989)
Langue: anglais
Collection: Probability and mathematical statistics : A series of monographs and textbooks, n° 25
Editeur, date d'édition: Academic Press, 1974
Ville(s) d'édition: New York (US)
ISBN: 0-12-486250-0
ISSN: 0079-5607
Classification MSC: 60H05 (2000)
Notes: x ; bibliogr. pp. 235 ; index pp. 238-239 ; 23 cm ; 239 p.
Thèmes: stochastics integrals, equations differentielles stochastiques, stochastic differential equations



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