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...
Cote: | Libro Electrónico |
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Auteur principal: | |
Collectivité auteur: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
New York, NY :
Springer New York : Imprint: Springer,
2006.
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Édition: | 1st ed. 2006. |
Collection: | Universitext,
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Sujets: | |
Accès en ligne: | Texto Completo |
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