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Introduction To Stochastic Integration

by Hui-Hsiung Kuo
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., November of 2005 ‧
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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: 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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