Introduction to Stochastic Integration
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer-Verlag New York Inc.
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9780387287201
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Beskrivelse
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.
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| Forlag | Springer-Verlag New York Inc. |
| Forfatter | Hui-Hsiung Kuo |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 15-11-2005 |
| Første udgivelsesår | 2005 |
| Serie | Universitext |
| Illustrationer | 2 Illustrations, black and white; XIII, 279 p. 2 illus. |
| Originalsprog | United States |
| Sideantal | 279 |
| Indbinding | Paperback / softback |
| Forlag | Springer-Verlag New York Inc. |
| Sideoplysninger | 279 pages, 2 Illustrations, black and white; XIII, 279 p. 2 illus. |
| Mål | 235 x 156 x 18 |
| ISBN-13 / EAN-13 | 9780387287201 |