Description

Book Synopsis
Presents Brownian motion and deals with stochastic integrals and differentials, including Ito lemma. This book is devoted to topics of stochastic integral equations and stochastic integral equations on smooth manifolds. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

Table of Contents
Brownian motion Stochastic integrals and differentials Stochastic integral equations $(d=1)$ Stochastic integral equations $(d\geq2)$ References Subject index Errata.

Stochastic Integrals

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    A Hardback by Henry P.

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      Publisher: MP-AMM American Mathematical
      Publication Date: 10/30/2005 12:00:00 AM
      ISBN13: 9780821838877, 978-0821838877
      ISBN10: 0821838873
      Also in:
      Mathematics Stochastics

      Description

      Book Synopsis
      Presents Brownian motion and deals with stochastic integrals and differentials, including Ito lemma. This book is devoted to topics of stochastic integral equations and stochastic integral equations on smooth manifolds. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

      Table of Contents
      Brownian motion Stochastic integrals and differentials Stochastic integral equations $(d=1)$ Stochastic integral equations $(d\geq2)$ References Subject index Errata.

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