The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the constructions of Brownian motion, stochastic integrals for Brownian motion and martingales, the Ito formula, multiple Wiener-Ito integrals, stochastic differential equations, and applications to finance, filtering theory, and electric ...
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The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the constructions of Brownian motion, stochastic integrals for Brownian motion and martingales, the Ito formula, multiple Wiener-Ito integrals, stochastic differential equations, and applications to finance, filtering theory, and electric circuits.
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Add this copy of Introduction to Stochastic Integration to cart. $82.40, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2005 by Springer.
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New. Trade paperback (US). Glued binding. 279 p. Contains: Illustrations, black & white, Tables, black & white. Universitext. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Introduction to Stochastic Integration to cart. $82.42, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2005 by Springer.
Add this copy of Introduction to Stochastic Integration (Universitext) to cart. $56.58, good condition, Sold by BayStateBooks rated 5.0 out of 5 stars, ships from North Smithfield, RI, UNITED STATES, published 2005 by Springer.
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The book is in good condition with all pages and cover intact including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting and there might be a From the library of label. Boxed set packaging shrink wrap or included media like CDs may be missing.
