Introduction to Stochastic Integration - Universitext

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

ISBN:	9780387287201
Publisher:	Springer New York
Imprint:	Springer
Published date:	15 Nov 2005
DEWEY:	519.22
DEWEY edition:	22
Language:	English
Number of pages:	278
Weight:	476g
Height:	235mm
Width:	156mm
Spine width:	18mm

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