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    Applied Stochastic Analysis (Courant Lecture Notes) by Miranda Holmes-Cerfon

    • Item No : 376392066536
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : loveourprices2
    • Current Bid : US $68.33

    • * Item Description

    • This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Topics covered include Markov chains (discrete and continuous), Gaussian processes, Ito calculus, and stochastic differential equations and their associated PDEs.
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