arXiv Open Access 2015

Calculo Estocastico, EDEs y EDPs

Rafael Serrano

Lihat Sumber

Abstrak

This manuscript is a self-contained overview of essential results of stochastic calculus and stochastic differential equations, and their connection with final-value problems for second order linear PDEs.

Topik & Kata Kunci

math.PR

Penulis (1)

Rafael Serrano

Format Sitasi

APA MLA BibTeX

Serrano, R. (2015). Calculo Estocastico, EDEs y EDPs. https://arxiv.org/abs/1504.03390

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2015
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓