Introduction to Stochastic Integration

Hui-Hsiung Kuo

ISBN 10: 0387287205 / ISBN 13: 9780387287201

Edité par Springer-Verlag New York Inc., 2005

New copy - Usually dispatched within 4 working days. N° de réf. du vendeur B9780387287201

Synopsis :

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

Présentation de l'éditeur: 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

Détails bibliographiques

Titre : Introduction to Stochastic Integration
Éditeur : Springer-Verlag New York Inc.
Date d'édition : 2005
Reliure : Paperback / softback
Etat : New