Stochastic Integrals - Couverture souple

McKean, Henry P.

 
9781470477875: Stochastic Integrals
Couverture souple
ISBN 10 : 1470477874 ISBN 13 : 9781470477875
Editeur : American Mathematical Society, 1969

Synopsis

“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical Reviews

This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.

Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
American Mathematical Society
Date d'édition
1969
Langue
anglais
ISBN 10 
1470477874
ISBN 13 
9781470477875
Reliure
Broché
Nombre de pages
141
Coordonnées du fabricant
non disponible
Personne responsable
non disponible