Introduction to Stochastic Integration |
|
| Author:
| Chung, Kai L.
Williams, Ruth J. |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-1-4612-8837-4 |
| Publication Date: | Sep 2011 |
| Publisher: | Springer New York
|
| Imprint: | Birkhäuser |
| Book Format: | Paperback |
| List Price: | USD $79.99 |
Book Description:
|
This softcover reprint of a classic textbook offers a highly readable introduction to stochastic integration and stochastic differential equations. It combines developments of the basic theory with applications and includes exercises.
This softcover reprint of a classic textbook offers a highly readable introduction to stochastic integration and stochastic differential equations. It combines developments of the basic theory with applications and includes exercises.