Introduction to stochastic integration

by Kai Lai Chung

Publisher: Birkhäuser in Boston

Written in English
Cover of: Introduction to stochastic integration | Kai Lai Chung
Published: Pages: 276 Downloads: 781
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Subjects:

  • Stochastic integrals.,
  • Martingales (Mathematics)

Edition Notes

Includes bibliographical references (p. [265]-272) and index.

StatementK.L. Chung, R.J. Williams.
SeriesProbability and its applications
ContributionsWilliams, R. J. 1955-
Classifications
LC ClassificationsQA274.22 .C48 1990
The Physical Object
Paginationxv, 276 p. :
Number of Pages276
ID Numbers
Open LibraryOL1849606M
ISBN 100817633863, 3764333863
LC Control Number90001020

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A Brief Introduction to Stochastic Calculus 3 2 Stochastic Integrals We now discuss the concept of a stochastic integral, ignoring the various technical conditions that are required to make our de nitions rigorous.

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Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox An Introduction to Stochastic Integration 评论 序号 评论内容 用户名 日期 发表新评论 用户名 @ 温馨提示:本站免费提供疑难偏英文书查找服务 相关英文书 An Introduction to Stochastic Modeling “Introduction to Stochastic Integration is exactly what the title says.

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