Bookbot

Stochastic Calculus

Parameters

More about the book

Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".

Publication

Book purchase

Stochastic Calculus, Mircea Grigoriu

Language
Released
2002
We’ll notify you via email once we track it down.

Payment methods

No one has rated yet.Add rating