Introduction to Stochastic Integration
By: Kuo, Hui-Hsiung [author.].
Material type:
BookSeries: Publisher: New York, NY : Springer New York, 2006.Description: XIII, 279 p. 2 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9780387310572.DDC classification: 519.2
Contents:
Brownian Motion -- Constructions of Brownian Motion -- Stochastic Integrals -- An Extension of Stochastic Integrals -- Stochastic Integrals for Martingales -- The It� Formula -- Applications of the It� Formula -- Multiple Wiener-It� Integrals -- Stochastic Differential Equations -- Some Applications and Additional Topics.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| PK Kelkar Library, IIT Kanpur | Available | EBKS0007722 |
Total holds: 0
Brownian Motion -- Constructions of Brownian Motion -- Stochastic Integrals -- An Extension of Stochastic Integrals -- Stochastic Integrals for Martingales -- The It� Formula -- Applications of the It� Formula -- Multiple Wiener-It� Integrals -- Stochastic Differential Equations -- Some Applications and Additional Topics.
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