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Science & Math Books > Statistics Books
Paperback Introduction to Stochastic Integration Book
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ISBN: 0387287205

ISBN13: 9780387287201

Introduction to Stochastic Integration

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The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the constructions of Brownian motion, stochastic integrals for Brownian motion and martingales, the Ito formula, multiple Wiener-Ito integrals, stochastic differential...

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Format: Paperback

Condition: New

$69.99
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Related Subjects

Business Business & Investing Game Theory Math Mathematics Probability & Statistics Pure Mathematics Science & Math Stochastic Modeling

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