Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Chung, K.L., Williams, R.J.

ISBN 10: 1461495865 / ISBN 13: 9781461495864

Published by Birkhäuser, 2013

About this Item

Like New. Seller Inventory # ERICA77314614958656

Bibliographic Details

Title: Introduction to Stochastic Integration (...

Publisher: Birkhäuser

Publication Date: 2013

Binding: Paperback

Condition: Like New

Edition: 2nd Edition

Book Type: book

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