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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2005. gada 15. novembris |
| ISBN13 | 9780387287201 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 279 |
| Izmēri | 156 × 235 × 18 mm · 476 g |
| Valoda | Angļu |
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