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Introduction to Stochastic Integration - Universitext Hui-Hsiung Kuo
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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 15. novembra 2005 |
| ISBN13 | 9780387287201 |
| Založniki | Springer-Verlag New York Inc. |
| Strani | 279 |
| Dimenzije | 156 × 235 × 18 mm · 476 g |
| Jezik | Angleščina |
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