𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

Introduction to stochastic integration

✍ Scribed by Chung K.L., Williams R.J.


Publisher
BirkhΓ€user Boston
Year
1990
Tongue
English
Leaves
292
Series
Probability and its Applications
Edition
2ed
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Introduction to Stochastic Integration
✍ Hui-Hsiung Kuo πŸ“‚ Library πŸ“… 2006 πŸ› Springer 🌐 English

Highly recommend this book to everyone who started to study stochastic processes and SDE! This book gives better understanding and intuition of the subject than more advanced Karatzas & Shreve. I enjoyed to read this book very much also because the author always referees you to the necessary formula

Introduction to Stochastic Integration
✍ Hui-Hsiung Kuo πŸ“‚ Library πŸ“… 2005 πŸ› Springer 🌐 English

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 t

Introduction to Stochastic Integration
✍ Hui-Hsiung Kuo (auth.) πŸ“‚ Library πŸ“… 2006 πŸ› Springer-Verlag New York 🌐 English

<p><P>The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motiva

Introduction to Stochastic Integration
✍ K.L. Chung, R.J. Williams (auth.) πŸ“‚ Library πŸ“… 2014 πŸ› BirkhΓ€user Basel 🌐 English

<p><p>A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.<