Title: | CALCUL STOCHASTIQUE ET MODELES DE DIFFUSIONS : Cours et exercices corrigés |
Authors: | Francis Comets, Author ; Thierry Meyre |
Material Type: | printed text |
Publisher: | Paris : Dunod, 2006 |
Series: | Sciences Sup. Mathématiques |
ISBN (or other code): | 978-2-10-050135-9 |
Size: | xii-324 p. / 24 cm |
Languages: | French |
Class number: | MATH (MATHEMATIQUES) |
Keywords | Brownian motion , Stochastic calculus , Stochastic differential equations |
Copies (1)
Barcode | Call number | Media type | Location | Section | Status | Commentaire |
---|---|---|---|---|---|---|
007816 | MATH3 COM | papier | CNRS | MATH (MATHEMATIQUES) | Available |