Non-uniform Riemann Approach To Stochastic Integration, The - Couverture rigide

Boonpogkrong, Varayu; Chew, Tuan Seng; Toh, Tin Lam

 
9789819801220: Non-uniform Riemann Approach To Stochastic Integration, The

Synopsis

This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.

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