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...
| Main Author: | Kuo, Hui-Hsiung, 1941- |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer,
©2006.
|
| Physical Description: |
1 online resource (xiii, 278 pages) |
| Series: |
Universitext.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |