Stochastic Calculus: A Practical Introduction by Richard Durrett, Durrett, Durrett Durrett

Stochastic Calculus: A Practical Introduction

Probability and Stochastics

Richard Durrett, Durrett, Durrett Durrett

341 pages missing pub info (editions)

nonfiction mathematics
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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 dif...

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