Introduction to Stochastic Integration.

Kuo, Hui-Hsiung -

ISBN 10: 0387287205 / ISBN 13: 9780387287201

Editore: Berlin ; New York: Springer (Universitext), 2006

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Formateinband: Broschierte Ausgabe XIII, 278 S. (23,5 cm) 1st Edition; Sehr guter Zustand. Sprache: Englisch Gewicht in Gramm: 600 [Stichwörter: Stochastik, Stochastische Integration, Brownian Motion, Stochastic Integrals for Martingales, The Ito-Formula, Multiple Wiener-Ito Integrals, Stochastic Differential Equations etc.].

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Dati bibliografici

• Titolo: Introduction to Stochastic Integration.
• Editore: Berlin ; New York: Springer (Universitext)
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 0387287205
• ISBN 13: 9780387287201
• Rilegatura: Brossura
• Edizione: prima edizione
• Condizione: Sehr gut
• Cataloghi dei venditori:
  • Mathematik

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.