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Introduction to Stochastic Integration

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 motivated by...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kuo, Hui-Hsiung (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo