Introduction to Stochastic Integration
Kuo, Hui-Hsiung
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
หมวดหมู่:
ปี:
2005
ฉบับพิมพ์ครั้งที่:
2006
สำนักพิมพ์:
Springer
ภาษา:
english
จำนวนหน้า:
292
ISBN 10:
0387287205
ISBN 13:
9780387287201
ไฟล์:
PDF, 1.95 MB
IPFS:
,
english, 2005