Introduction to Stochastic Integration
Download or Read eBook Introduction to Stochastic Integration PDF written by Hui-Hsiung Kuo and published by Springer Science & Business Media. This book was released on 2006-02-04 with total page 290 pages. Available in PDF, EPUB and Kindle.
| Author | : Hui-Hsiung Kuo |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 290 |
| Release | : 2006-02-04 |
| ISBN-10 | : 9780387310572 |
| ISBN-13 | : 0387310576 |
| Rating | : 4/5 (72 Downloads) |
Book Synopsis Introduction to Stochastic Integration by : Hui-Hsiung Kuo
Book excerpt: 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
