Introduction to Stochastic Integration by Hui-Hsiung Kuo (English) Paperback Boo
79,89 €
This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the following topics: Constructions of Brownian motion; Stochastic integrals for Brownian motion and martingales; The Ito formula; Multiple Wiener-Ito integrals; Stochastic differential equations; Applications to finance, filtering theory, and electric circuits.
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