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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      Book details

      Published 10/30/2005 12:00:00 AM
      ISBN-13 9780821838877
      978-0821838877
      ISBN-10 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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