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...
Clasificación: | Libro Electrónico |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
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New York, NY :
Springer New York : Imprint: Springer,
2006.
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Edición: | 1st ed. 2006. |
Colección: | Universitext,
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Acceso en línea: | Texto Completo |