Introduction to Stochastic Integration

by Hui-Hsiung Kuo

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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.

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"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...

Format:Paperback

Language:English

ISBN:0387287205

ISBN13:9780387287201

Release Date:November 2005

Publisher:Springer

Length:279 Pages

Weight:0.93 lbs.

Dimensions:0.5" x 6.3" x 9.2"

Related Subjects

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

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Introduction to Stochastic Integration

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