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...
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| Format: | Electronic eBook |
| Language: | English |
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New York, NY :
Springer New York,
2006.
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| Series: | Universitext
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| Online Access: | Full Text via HEAL-Link |
