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Introduction To Stochastic Integration eBook

by Hui-Hsiung Kuo
language: english
Publisher: SPRINGER NEW YORK, February of 2006 ‧
72,86€
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It was the beginning of the Itˆ o calculus, the counterpart of the Leibnizâ€"Newton calculus for random functions. The Itˆ o formula is the chain rule for the Itˆocalculus.Butitcannotbe expressed as in the Leibnizâ€"Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable.

Introduction To Stochastic Integration

by Hui-Hsiung Kuo

Property Description
ISBN: 9780387310572
Publisher: SPRINGER NEW YORK
Release Date: February of 2006
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Categories: eBooks in English > Science > Mathematics
EAN: 9780387310572