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Stochastic calculus and applications/ Samuel N. Cohen, Robert J. Elliott.

By: Contributor(s): Series: Probability and its applicationsPublisher: New York: Birkhäuser, [2015]Edition: Second editionDescription: xxiii, 666 pages: illustrations; 24 cmISBN:
  • 9781493928668
  • 149392866X
Subject(s): DDC classification:
  • 519.232 C678s
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Revison of: Stochastic calculus and applications / Robert J. Elliott. 1982.

Includes bibliographical references (pages 643-653) and index.

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