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Stochastic Integrals.
・ISBN 978-1-4704-7787-5 paper US$ 69.00
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お気に入り
★★★
| 著者・編者 | McKean, Henry P., |
|---|---|
| シリーズ | AMS Chelsea Publishing |
| 出版社 | (American Mathematical Society, US) |
| 出版年月 | 1969 |
| ページ数 | 141 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-19612＞ |
解説
"This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations." -E. B. Dynkin, Mathematical Reviews
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.