Introduction to Stochastic Integration (2006) (Universitext)
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- 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
- Copyright:
- 2006
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780387310572
- Related ISBNs:
- 9780387287201
- Publisher:
- Springer New York
- Date of Addition:
- 02/08/21
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.