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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Bibliographic Details
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:
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