Stochastic Integrals (English, Heinrich Von Weizsäcker)
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Book Details
Publisher
Vieweg+teubner Verlag
Language
English
ISBN-13
9783528063108
ISBN-10
3528063106
Author
Heinrich Von Weizsäcker
About the Book
This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i- martingales. There are many reasons to study this subject. We are fascinated by the contrast between general measure theoretic arguments and concrete probabilistic problems, and by the own flavour of a new differential calculus. For the beginner, a lot of work is necessary to go through this text in d…
ISBN: 9783528063108
ISBN-13: 9783528063108
ISBN-10: 3528063106
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Product ID: isbn-9783528063108
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