Theory of Stochastic Integrals - Image 1

£205.79

Chapman and Hall/CRC Theory of Stochastic Integrals

Name: Theory of Stochastic Integrals
Brand: Chapman and Hall/CRC
Price: 205.79 GBP
Availability: InStock

Applied Mathematics

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£206 today · usual range £184–£206 · best ever £184

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Description

In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations. Theory of Stochastic Integrals aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process. Features Self-contained treatment of the topic Suitable as a teaching or research tool for those interested in stochastic analysis and its applications Includes original results.

Product Specifications

Brand: Chapman and Hall/CRC
Format: hardcover
ASIN: 1032778105
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 14 March 2025
Listed Since: 04 October 2024

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Chapman and Hall/CRC Theory of Stochastic Integrals

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