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    Introduction to Stochastic Integration by Hui-Hsiung Kuo (English) Paperback Boo

    • Item No : 146703367021
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : the_nile
    • Current Bid : US $84.42

    • * Item Description

    • This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus, and covers the following topics: Constructions of Brownian motion; Stochastic integrals for Brownian motion and martingales; The Ito formula; Multiple Wiener-Ito integrals; Stochastic differential equations; Applications to finance, filtering theory, and electric circuits.
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