by Hui-HsiungKuo (Author)
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.
Format: Paperback
Pages: 279
Publisher: Springer
Published: 16 Dec 2005
ISBN 10: 0387287205
ISBN 13: 9780387287201