Introduction to stochastic integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motivated by...
محفوظ في:
| المؤلف الرئيسي: | Kuo, Hui-Hsiung, 1941-...., mathématicien |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Cham :
Springer international publishing
[20..].
Cham : Springer Nature |
| سلاسل: | Universitext
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introduction to stochastic integration, Hui-Hsiung Kuo, 2006, New York, Springer, 1 vol. (XIII-278 p.), Universitext, 0-387-28720-5 |
مواد مشابهة
-
Introduction to stochastic integration
(Livre papier)
Chung, Kai Lai, 1917-2009, وآخرون
Birkhäuser, 1983 -
Stochastic integration
(Livre papier)
Métivier, Michel, 1931-1988, mathématicien, وآخرون
Academic Press, 1980 -
Stochastic integration and differential equations : a new approach
(Livre papier)
Protter, Philip E., 1949-...., mathématicien
Springer, 1992 -
Stochastic Integration and Differential Equations : A New Approach
(Livre numérique)
Protter, Philip E., 1949-...., mathématicien -
Stochastic integration and generalized martingales
(Livre papier)
Kussmaul, A. U., 1947-
Pitman, 1977

