Introduction to Stochastic Integration (Paperback)

Hui-Hsiung Kuo

ISBN 10: 0387287205 / ISBN 13: 9780387287201

Edité par Springer-Verlag New York Inc., New York, NY, 2005

Paperback. 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 It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780387287201

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., New York, NY
Date d'édition : 2005
Reliure : Paperback
Etat : new
Edition : Edition originale