A01=Henry P. McKean
Author_Henry P. McKean
Category=PBT
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Product details
- ISBN 9781470477875
- Dimensions: 152 x 229mm
- Publication Date: 31 Jan 1969
- Publisher: American Mathematical Society
- Publication City/Country: US
- Product Form: Paperback
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“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical Reviews
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
