Introduction to Stochastic Integration

• Κύριοι συγγραφείς: Chung, K.L (Συγγραφέας), Williams, R.J (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Birkhäuser, 2014.
• Έκδοση: 2nd ed. 2014.
• Σειρά: Modern Birkhäuser Classics,
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.   Usin...