Introduction to Stochastic Integration /

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using...

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Bibliographic Details

Main Author:	Chung, K. L.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Williams, R. J.
Format:	eBook
Language:	English
Published:	Boston, MA : Birkhäuser Boston, 1990.
Edition:	Second edition.
Series:	Probability and its applications.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book