Introduction to Stochastic Integration (Universitext)

Introduction to Stochastic Integration (Universitext)

by Hui-HsiungKuo (Author)

Synopsis

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.

$63.74

Quantity

10 in stock

More Information

Format: Paperback
Pages: 279
Publisher: Springer
Published: 16 Dec 2005

ISBN 10: 0387287205
ISBN 13: 9780387287201