Tell your friends about this item:
Introduction to Stochastic Integration - Universitext Hui-Hsiung Kuo
Introduction to Stochastic Integration - Universitext
Hui-Hsiung Kuo
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 |