Introduction to stochastic calculus with applications / Fima C. Klebaner.
By: Klebaner, Fima C.
London : Singapore ; Hackensack, NJ : Imperial College Press ; Distributed by World Scientific Pub., c2012Edition: 3rd ed.Description: xiv, 438 p. : ill. ; 23 cm.ISBN: 1848168322; 9781848168329.Subject(s): Calculus | Stochastic analysisGenre/Form: Print books.DDC classification: 519.2| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | QA274.2 .K54 2012 (Browse shelf) | Available | AU0000000001444 |
Total holds: 0
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| QA273.25 .H78 2020 Schaum's outlines : probability, random variables, and random processes / | QA274 .M574 2009 Probability and computing randomized algorithms and probabilistic analysis / | QA274.2 .I245 2013 Markov processes for stochastic modeling / | QA274.2 .K54 2012 Introduction to stochastic calculus with applications / | QA274.23 .S828 2018 Stochastic differential equations : basics and applications / | QA274.7 .P58 2013 Examples in Markov decision processes / | QA274.73 . S2813 1999 Lévy processes and infinitely divisible distributions / |
Includes bibliographical references (p. 429-434) and index.