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Viser: Introduction to Stochastic Integration
Introduction to Stochastic Integration
Hui-Hsiung Kuo
(2005)
Sprog: Engelsk
om ca. 10 hverdage
Detaljer om varen
- 1. Udgave
- Paperback
- Udgiver: Springer New York (November 2005)
- ISBN: 9780387287201
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