Stochastic Calculus and Applications - Probability and Its Applications - Samuel N. Cohen - Books - Springer-Verlag New York Inc. - 9781493936816 - November 19, 2015
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Samuel N. Cohen
Stochastic Calculus and Applications - Probability and Its Applications 2nd ed. 2015 edition

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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.

666 pages, 17 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 19, 2015
ISBN13 9781493936816
Publishers Springer-Verlag New York Inc.
Pages 666
Dimensions 235 × 156 × 43 mm   ·   952 g
Language English  

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