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Non-uniform Riemann Approach To Stochastic Integration, The

Toh Tin Lam
Innbundet / 2024 / Engelsk

Produktdetaljer

ISBN
9789819801220
Publisert
2024-10-08
Utgiver
Vendor
World Scientific Publishing Co Pte Ltd
Aldersnivå
U, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
184

Forfatter
Toh Tin Lam

Non-uniform Riemann Approach To Stochastic Integration, The

Toh Tin Lam
Innbundet / 2024 / Engelsk
Toh Tin Lam
Innbundet / 2024 / Engelsk
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This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
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This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
Les mer

Produktdetaljer

ISBN
9789819801220
Publisert
2024-10-08
Utgiver
Vendor
World Scientific Publishing Co Pte Ltd
Aldersnivå
U, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
184

Forfatter
Toh Tin Lam

Relaterte produkter