Introduction to Stochastic Integration

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...

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Bibliographic Details
Main Authors: Chung, K.L (Author), Williams, R.J (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2014.
Edition:2nd ed. 2014.
Series:Modern Birkhäuser Classics,
Subjects:
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