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...
| Main Author: | Kuo, Hui-Hsiung (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2006.
|
| Series: | Universitext
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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