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...
Saved in:
| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Birkhäuser,
2014.
|
| Edition: | 2nd ed. 2014. |
| Series: | Modern Birkhäuser Classics,
|
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-4614-9587-1 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|