Introduction to Stochastic Integration

Hui-Hsiung Kuo

ISBN 10: 0387287205 / ISBN 13: 9780387287201

Editore: Springer New York Nov 2005, 2005

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This item is printed on demand - it takes 3-4 days longer - Neuware -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 296 pp. Englisch. Codice articolo 9780387287201

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Titolo: Introduction to Stochastic Integration

Casa editrice: Springer New York Nov 2005

Data di pubblicazione: 2005

Legatura: Taschenbuch

Condizione: Neu

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Riassunto:

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

Informazioni sull?autore:

Hui-Hsiung Kuo is the Nicholson Professor of Mathematics at Louisiana State University.