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Stochastic Integrals (AMS Chelsea Publishing)
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Description for Stochastic Integrals (AMS Chelsea Publishing)
Hardcover. Presents Brownian motion and deals with stochastic integrals and differentials, including Ito lemma. This book is devoted to topics of stochastic integral equations and stochastic integral equations on smooth manifolds. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications. Series: AMS Chelsea Publishing. Num Pages: 141 pages. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 236 x 157 x 14. Weight in Grams: 388.
The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals. The author starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations and stochastic integral equations on smooth manifolds. E. B. Dynkin wrote about the original edition in Mathematical Reviews: 'This little book is a brilliant introduction to an important boundary field between the theory of probability and ... Read more
The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals. The author starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations and stochastic integral equations on smooth manifolds. E. B. Dynkin wrote about the original edition in Mathematical Reviews: 'This little book is a brilliant introduction to an important boundary field between the theory of probability and ... Read more
Product Details
Format
Hardback
Publication date
2005
Publisher
American Mathematical Society
Condition
New
Series
AMS Chelsea Publishing
Number of Pages
141
Place of Publication
Providence, United States
ISBN
9780821838877
SKU
V9780821838877
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
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