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Introduction To Stochastic Integration
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., November of 2005 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780387287201 |
| Publisher: | SPRINGER-VERLAG NEW YORK INC. |
| Release Date: | November of 2005 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 279 |
| Format: | Book |
| Collection: | Universitext |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9780387287201 |
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