Stochastic Integrals
Book Details
Format
Paperback / Softback
Book Series
AMS Chelsea Publishing
ISBN-10
1470477874
ISBN-13
9781470477875
Publisher
American Mathematical Society
Imprint
American Mathematical Society
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 31st, 1969
Print length
141 Pages
Product Classification:
Probability & statistics
Ksh 10,600.00
Publisher Out of Stock
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“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical ReviewsThis well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
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