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Stochastic Integrals

By: Henry P. (Author)

Extended Catalogue

Ksh 16,450.00

Format: Hardback or Cased Book

ISBN-13: 9780821838877

Publisher: American Mathematical Society

Publication Date: Oct 30th, 2005

Weight: 388 grams

Dimension: 23.60 x 15.70 x 1.40 cms

Category: Stochastics

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Presents Brownian motion and deals with stochastic integrals and differentials, including Ito lemma. This book is devoted to topics of stochastic integral equations and stochastic integral equations on smooth manifolds. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

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