Introduction to Stochastic Integration

by Hui-Hsiung Kuo

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...

• Format: Paperback
• Language: English
• ISBN: 0387287205
• ISBN13: 9780387287201
• Release Date: November 2005
• Publisher: Springer
• Length: 279 Pages
• Weight: 0.93 lbs.
• Dimensions: 0.5" x 6.3" x 9.2"