Hui-Hsiung Kuo
Springer New York
2006e druk, 2005
9780387287201
Introduction to Stochastic Integration
Specificaties
Paperback, 279 blz.
|
Engels
Springer New York |
2006e druk, 2005
ISBN13: 9780387287201
Rubricering
Onderdeel van serie
Universitext
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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
Specificaties
ISBN13:9780387287201
Taal:Engels
Bindwijze:paperback
Aantal pagina's:279
Uitgever:Springer New York
Druk:2006
Serie:Universitext
Inhoudsopgave
Brownian Motion.- Constructions of Brownian Motion.- Stochastic Integrals.- An Extension of Stochastic Integrals.- Stochastic Integrals for Martingales.- The Itô Formula.- Applications of the Itô Formula.- Multiple Wiener-Itô Integrals.- Stochastic Differential Equations.- Some Applications and Additional Topics.