Introduction to Stochastic Integration - Universitext - Hui-Hsiung Kuo - Books - Springer-Verlag New York Inc. - 9780387287201 - November 15, 2005
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Introduction to Stochastic Integration - Universitext

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It was the beginning of the Itˆ o calculus, the counterpart of the Leibniz–Newton calculus for random functions. The Itˆ o formula is the chain rule for the Itˆocalculus. Butitcannotbe expressed as in the Leibniz–Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable.


296 pages, 2 black & white illustrations, 2 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 15, 2005
ISBN13 9780387287201
Publishers Springer-Verlag New York Inc.
Pages 279
Dimensions 156 × 235 × 18 mm   ·   476 g
Language English  

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