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随机过程 :我在华中科技大学跟卢正新老师的学习资料整理
5 个回复 - 1749 次查看
随机过程 :我在华中科技大学跟卢正新老师的学习资料整理
教材或参考书
An Introduction to stochastic Processes
随机过程引论(英文版) Edward p c.Kao
Basic stochastic Processes
随机过程基础 zd ...
2021-9-12 08:15 - mujahida01 - 现金交易版
Basics of Stochastic Analysis
3 个回复 - 1947 次查看
Chapter1.Measures,Integrals,and Foundations of Probability Theory
Chapter2.
Stochastic Processes
Chapter3.Martingales
Chapter4.
Stochastic Integral with respect to Brownian Motion
Chapter5.Stochasti ...
2010-4-4 18:53 - hnldcgh - 经济金融数学专区
basic stochastic processes
7 个回复 - 5154 次查看
This book is a final year undergraduate text on stochastic processes,a tool used widely by statisticians and researchers working in the mathematics of finance。 The book will give a detailed treatmen ...
2008-12-15 19:07 - ilomuc - 经济金融数学专区
Basics of Stochastic Analysis TIMO
2 个回复 - 2779 次查看
Basics of
Stochastic Analysis
Timo Sepp¨al¨ainen
Department of Mathematics, University of Wisconsin–Madison,
Madison, Wisconsin 53706
E-mail address: seppalai@math.wisc.edu
Contents
Cha ...
2013-11-27 18:48 - edwardng - 经济金融数学专区