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Introduction to Stochastic Integration
Language: en
Pages: 292
Authors: K.L. Chung
Categories: Mathematics
Type: BOOK - Published: 2013-11-09 - Publisher: Springer Science & Business Media

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A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica
Introduction to Stochastic Integration
Language: en
Pages: 290
Authors: Hui-Hsiung Kuo
Categories: Mathematics
Type: BOOK - Published: 2006-02-04 - Publisher: Springer Science & Business Media

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Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory
Introduction to Stochastic Analysis
Language: en
Pages: 220
Authors: Vigirdas Mackevicius
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: John Wiley & Sons

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This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m
Stochastic Integration and Differential Equations
Language: en
Pages: 430
Authors: Philip Protter
Categories: Mathematics
Type: BOOK - Published: 2013-12-21 - Publisher: Springer

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It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts
Introduction to Stochastic Calculus
Language: en
Pages: 446
Authors: Rajeeva L. Karandikar
Categories: Mathematics
Type: BOOK - Published: 2018-06-01 - Publisher: Springer

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This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The f