Springer
Teoria Della Probabilità (English, Andrea Pascucci)
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Product Description
About the Book
6 Processi stocastici.- 7 Processi di Markov.- 8 Processi continui.- 9 Moto Browniano.- 10 Processo di Poisson.- 11 Tempi d'arresto.- 12 Proprietà di Markov forte.- 14 Teoria della variazione.- 15 Integrazione stocastica secondo Itô.- 16 Formula di Itô.- 17 Calcolo stocastico multidimensionale.- 18 Cambi di misura e rappresentazione di martingale.- 19 Equazioni differenziali stocastiche.- 20 Formule di Feynman-Kac.- 21 Equazioni stocastiche linea…
ISBN: 9788847040274
Book Specifications
| ISBN-13 | 9788847040274 |
| ISBN-10 | 8847040272 |
| Publisher | Springer |
| Category | Springer |
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