ENGLISH

Introduction to Stochastic Integration

By Hui-Hsiung Kuo

Book information

Publisher
Springer
Year
2005
ISBN
0387287205, 9780387287201
Language
english
Format
PDF
Filesize
2 MB (1806684 bytes)
Series
Universitext
Edition
1
Pages
290\290
Time added
2011-06-04 13:46:07

Description

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

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