Introduction to stochastic integration / K.L. Chung, R.J. Williams
Type de document : MonographieCollection : Progress in probability and statistics, 4Langue : anglais.Pays : Etats Unis.Éditeur : Boston : Birkhauser, 1983Description : 1 vol. (XIII-191 p.) : ill. ; 24 cmISBN : 3764331178.ISSN : 0749-9175.Bibliographie : Bibliogr. p. [185]-188. Index.Sujet MSC : 60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60J65, Probability theory and stochastic processes - Markov processes, Brownian motionEn-ligne : Springerlink : ed. 1990
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 CHU (Browse shelf) | Available | 08380-01 |
Bibliogr. p. [185]-188. Index
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