Introduction to Stochastic Integration (Universitext)

Type

Book

Authors

Hui-Hsiung Kuo

ISBN 10

0387287205

ISBN 13

9780387287201

Tags

Finance, Literature & Fiction, Game Theory, Probability & Statistics, Calculus, Economics, Literature, Statistics

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 - from Amzon

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