• Anglický jazyk

Introduction to Stochastic Integration

Autor: Hui-Hsiung Kuo

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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O knihe

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

  • Vydavateľstvo: Springer New York
  • Rok vydania: 2005
  • Formát: Paperback
  • Rozmer: 235 x 155 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9780387287201

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