Introduction to Stochastic Integration

Kai Lai Chung Ruth J. Williams

ISBN 10: 1461495865 / ISBN 13: 9781461495864

Published by Springer, 2013

About this Item

pp. 298. Seller Inventory # 2697789965

Bibliographic Details

Title: Introduction to Stochastic Integration

Publisher: Springer

Publication Date: 2013

Binding: Soft cover

Condition: New

Edition: 2nd Edition

About this title

Synopsis:

This highly readable introduction to stochastic integration and stochastic differential equations combines developments of the basic theory with applications. It is a softcover reprint of a classic, graduate-level textbook. Includes exercises.

Review:

"An attractive text...written in [a] lean and precise style...eminently readable. Especially pleasant are the care and attention devoted to details... A very fine book."

―Mathematical Reviews