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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| Format: | eBook |
| Language: | English |
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Boston, MA :
Birkhäuser Boston,
1990.
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| Edition: | Second edition. |
| Series: | Probability and its applications.
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| Online Access: | Connect to the full text of this electronic book |
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