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INTRODUCTION TO STOCHASTIC INTEGRATION IBD

SPRINGER
12 / 2005
9780387287201
Inglés

Sinopse

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

PVP
84,71