Introduction to Stochastic Calculus Karandikar Rajeeva L. Pevná vazba
Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic…
od 66 €
Specifikacia Introduction to Stochastic Calculus Karandikar Rajeeva L. Pevná vazba
Defines quadratic variation of a square integrable martingaleDemonstrates pathwise formulae for the stochastic integralUses the technique of random time change to study the solution of a stochastic differential equationStudies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theoremIs useful for a two-semester graduate level course on measure theory and
Introduction to Stochastic Processes
od 123 €
Cartoon Introduction to Calculus
od 16 €