Stochastic Calculus and Applications

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 work...

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Bibliographic Details
Published in:Springer eBooks
Main Authors: Cohen, Samuel N. (Author), Elliott, Robert J. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2015.
Edition:2nd ed. 2015.
Series:Probability and Its Applications,
Subjects:
Online Access:http://dx.doi.org/10.1007/978-1-4939-2867-5
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