Non-uniform Riemann Approach To Stochastic Integration, The
Book Details
Format
Hardback or Cased Book
Book Series
Series In Real Analysis
ISBN-10
9819801222
ISBN-13
9789819801220
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 8th, 2024
Print length
184 Pages
Weight
412 grams
Dimensions
23.50 x 16.10 x 1.70 cms
Product Classification:
Probability & statisticsStochastics
Ksh 12,600.00
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This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
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