Stochastic integrals / H. P. McKean, Jr.
Series Probability and mathematical statistics : a series of monographs and textbooks ; 5Editor: New York : Academic Press, 1969Descripción: xiii, 140 p. ; 24 cmOtra clasificación: 60Hxx1. Brownian motion2. Stochastic integrals and differentials3. Stochastic integral equations (d=1)4. Stochastic integral equations (d>=2).
Item type | Home library | Shelving location | Call number | Materials specified | Copy number | Status | Date due | Barcode |
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Libros | Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 M478 (Browse shelf) | Available | A-3359 | |||
Libros | Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 M478 (Browse shelf) | Ej. 2 | Available | A-6533 |
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Bibliografía: p. 133-138.
1. Brownian motion -- 2. Stochastic integrals and differentials -- 3. Stochastic integral equations (d=1) -- 4. Stochastic integral equations (d>=2).
MR, 40 #947
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