Non-uniform Riemann Approach To Stochastic Integration, The
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A01=Tin Lam Toh
A01=Tuan Seng Chew
A01=Varayu Boonpogkrong
Age Group_Uncategorized
Age Group_Uncategorized
Author_Tin Lam Toh
Author_Tuan Seng Chew
Author_Varayu Boonpogkrong
automatic-update
Brownian Motion
Category1=Non-Fiction
Category=PBT
Category=PBWL
Convergence Theorems
COP=Singapore
Delivery_Pre-order
eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
Fubini's Theorem
Generalised Riemann Approach
Hu-Meyer Theorem
HuAcAEURA"Meyer Theorem
Ito Formula
Ito Integral
Language_English
Martingale
Multiple Ito-Wiener Integral
Multiple ItoAcAEURA"Wiener Integral
PA=Available
Price_€50 to €100
PS=Forthcoming
Riemann Approach
softlaunch
Product details
- ISBN 9789819801220
- Publication Date: 08 Oct 2024
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.
