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Introduction to Stochastic Integration
Paperback / softback
16 December 2005
$149.00
Ships in 5–7 business days
Introduction to Stochastic Integration
$149.00
Description
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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