£52.51

Springer Introduction to Stochastic Integration (Universitext)

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Description

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

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 November 2005
Listed Since
22 December 2006

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