Stochastic Calculus and Applications

Name: Stochastic Calculus and Applications
Brand: Springer-Verlag New York Inc.
SKU: 2342301
Author: Samuel N. Cohen

Samuel N. Cohen, Robert J. Elliott

Springer-Verlag New York Inc.

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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…

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