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Chung, Kai Lai [Author]; Williams, Ruth J. [Author]

Introduction to stochastic integration - [2. ed.]

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Media type: Book
Title: Introduction to stochastic integration
Contributor: Chung, Kai Lai [VerfasserIn]; Williams, Ruth J. [VerfasserIn]
imprint: Boston [u.a.]: Birkhäuser, 1990
Published in: Probability and its applications
Issue: 2. ed.
Extent: XV, 276 Seiten; graph. Darst
Language: English
ISBN: 0817633863; 3764333863
RVK notation: SK 820 : Stochastische Prozesse
Keywords: Stochastische Differentialgleichung > Stochastisches Integral
Stochastisches Integral > Martingal
Origination:
Footnote: Literaturverz. S. [265] - 272

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Erscheint auch als (Online-Ausgabe):
Chung, K. L.: Introduction to Stochastic Integration (SLUB)

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Central Library – open access area

Shelf-mark: SK 820 C559(2)
Item ID: 10031817

Status: Loanable

Bestand der TU Dresden

Shelf-mark: 2017 8 013741
Item ID: 11948777N

Status: Verfügbarkeit bitte in Prof Stochastische Analysis Finanzmathematik erfragen.

Central Library

Shelf-mark: SK 820 C559(2)
Item ID: 10279133

Status: Verfügbarkeit bitte in Prof Mathematische Statistik erfragen.

Central Library

Shelf-mark: 93 8 27093 001
Item ID: 32059656

Status: Verfügbarkeit bitte in Prof Angewandte Stochastik erfragen.