Brownian Motion and Stochastic Flow Systems

By J. Michael Harrison

Here is a systematic discussion of Brownian motion and Ito stochastic calculus. Develops the mathematical methods needed to analyze stochastic processes related to Brownian motion and shows how these... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0894644556
• ISBN13: 9780894644559
• Release Date: June 1990
• Publisher: Krieger Pub Co
• Weight: 0.85 lbs.
• Dimensions: 9.5" x 0.5" x 6.5"