Paperback. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY It was the beginning of the It o calculus, the counterpart of the LeibnizNewton calculus for random functions. The It o formula is the chain rule for the Itocalculus.Butitcannotbe expressed as in the LeibnizNewton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9780387287201

Contact seller

Report this item

Bibliographic Details

Title: Introduction to Stochastic Integration (Paperback)
Publisher: Springer-Verlag New York Inc., New York, NY
Publication Date: 2005
Language: English
ISBN 10: 0387287205
ISBN 13: 9780387287201
Binding: Paperback
Edition: 1st Edition
Condition: new

About this title

Synopsis

Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY

About the Author

Hui-Hsiung Kuo is the Nicholson Professor of Mathematics at Louisiana State University.

"About this title" may belong to another edition of this title.

Store Description

Visit Seller's Storefront

Seller's business information

APOLLO ONLINE CORP.
605 Geddes Street, Wilmington, DE, 19805, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it�s described on the Abebooks web sites. If you�ve changed
your mind about a book that you�ve ordered, please use the Ask bookseller a question link to contact us
and we�ll respond within 2 business days.
Books ship from California and Michigan.

Right of cancellation

Shipping Terms

Orders usually ship within 2 business days. All books within the US ship free of charge. Delivery is 4-14 business days anywhere in the United States.

Books ship from California and Michigan.

If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	6 to 16 business days	6 to 14 business days
First item	� 0.00	� 0.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.