Introduction to Stochastic Integration

Kuo Hui-Hsiung

ISBN 10: 0387287205 / ISBN 13: 9780387287201

Editore: Springer, 2005

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Print on Demand pp. 296 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 7599017

Dati bibliografici

Titolo: Introduction to Stochastic Integration

Casa editrice: Springer

Data di pubblicazione: 2005

Legatura: Brossura

Condizione: New

Descrizione articolo

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.