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The Non-uniform Riemann Approach To Stochastic Integration
Varayu BoonpogkrongTuan Seng ChewTin Lam Toh
出版World Scientific, 2024-09-17
主題Mathematics / Probability & Statistics / Stochastic ProcessesMathematics / Probability & Statistics / GeneralBusiness & Economics / Business Mathematics
ISBN98198012499789819801244
URLhttp://books.google.com.hk/books?id=AHopEQAAQBAJ&hl=&source=gbs_api
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註釋This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.