Introduction to stochastic analysis : integrals and differential equations /
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, ra...
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| Format: | eBook |
| Language: | English |
| Published: |
London :
Wiley,
2013.
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| Series: | ISTE.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
| Summary: | This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. |
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| Item Description: | 14.4. Itô processes. |
| Physical Description: | 1 online resource (278 pages). |
| ISBN: | 9781118603338 1118603338 |
| DOI: | 10.1002/9781118603338 |
