Billede af bogens forside - Introduction to Stochastic Integration

Introduction to Stochastic Integration

af Hui-Hsiung Kuo

Bog, Paperback, Engelsk, 2005

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.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9780387287201
  • Udgivet15/11/2005
  • Udgivet afSpringer-Verlag New York Inc.
  • Længde279 sider
  • ForfatterHui-Hsiung Kuo
  • GenreBusiness og læring