Introduction to Stochastic Integration (Paperback)
Language: English
Published by Springer-Verlag New York Inc., New York, NY, 2005
- First Edition
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 66.06
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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
- Title
- Introduction to Stochastic Integration (Paperback)
- Author
- Hui-Hsiung Kuo
- Publisher
- Springer-Verlag New York Inc., New York, NY
- Publication year
- 2005
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0387287205
- ISBN 13
- 9780387287201
- Edition
- 1st Edition
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Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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