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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    View other formats and editions of Stochastic Integrals by Henry P.

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