Name: Stochastic Integrals
Price: 1511.00 ZAR
Availability: InStock
Author: Henry P. McKean
ISBN: 9781470477875

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Type

Physical Book

Publisher

American Mathematical Society

Author

Henry P. McKean

Collection

AMS Chelsea Publishing

Year

1969

Language

English

Pages

141

Format

Paperback

Dimensions

22.90 x 15.20 cm

ISBN13

9781470477875

Stochastic Integrals

Henry P. Mckean (Author) · American Mathematical Society · Paperback

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Delivery: 24 Aug - 02 Sep

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R 1,511

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Synopsis "Stochastic Integrals"

“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical ReviewsThis well-written book has been used for many years to learn about stochastic integrals. The book 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, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

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Stochastic Integrals - Henry P. McKean

Synopsis "Stochastic Integrals"

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