Einführung in die stochastische Integration, Taschenbuch von Chung, Kai Lai; Williams...
98,29 €
It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then It’s change of variable formula is developed for continuous martingales.
Jetzt bei Ebay:
