The Non-Uniform Riemann Approach to Stochastic Integration
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Book Overview This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar w...
This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
Book Details Format: Hardcover | Pages: 169 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9819801222
FormatHardcover
Pages169
LanguageEnglish
ISBN9819801222
EAN9789819801220
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date2024-10-17
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight0.91 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.44 Inches
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