Introduction to Stochastic Integration

Kuo, Hui-Hsiung

Introduction to Stochastic Integration
  • 出版商: Springer
  • 出版日期: 2005-11-15
  • 售價: $2,930
  • 貴賓價: 9.5 折 $2,784
  • 語言: 英文
  • 頁數: 279
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0387287205
  • ISBN-13: 9780387287201
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

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商品描述

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

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