The Non-Uniform Riemann Approach to Stochastic Integration
暫譯: 非均勻黎曼方法於隨機積分的應用
Varayu Boonpogkrong, Tuan Seng Chew Tin
- 出版商: World Scientific Pub
- 出版日期: 2024-10-08
- 售價: $3,130
- 貴賓價: 9.5 折 $2,974
- 語言: 英文
- 頁數: 184
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 9819801222
- ISBN-13: 9789819801220
-
相關分類:
機率統計學 Probability-and-statistics
海外代購書籍(需單獨結帳)
相關主題
商品描述
This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
商品描述(中文翻譯)
這是第一本使用廣義黎曼方法介紹隨機積分理論的書籍。對於熟悉大學微積分的讀者來說,想要輕鬆接觸隨機積分理論的內容,這本書的大部分內容將會非常易讀,特別是前四章。書中也包含了對於經典隨機積分和隨機過程理論的參考,以方便熟悉測度論方法的讀者。