Elements of Stochastic Calculus and Analysis - Softcover

Book 3 of 7: CRM Short Courses

Stroock, Daniel W.

 
9783319770390: Elements of Stochastic Calculus and Analysis

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Synopsis

Preface.- 1. Kolmogorov's Equations.- 2. Itô's Approach.- 3. Brownian Stochastic Integration.- 4. Other Theories of Stochastic Integration.- 5. Addenda.- References.- Index. 

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9783319770376: Elements of Stochastic Calculus and Analysis (CRM Short Courses)

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ISBN 10:  3319770373 ISBN 13:  9783319770376
Publisher: Springer, 2018
Hardcover