2nd Edition. Imperial College Press, 2005. 412 pages. The book is a
mathematical text, but the entrance level is lower than other
rigorous stochastic calculus books. It is is suitable for advanced
undergraduates, graduates and researchers in probability &
statistics and mathematical finance.
Fima C. Klebaner. Introduction to Stochastic Calculus With Applications
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- размер 2.16 МБ
- добавлен 21 ноября 2011 г.
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