Boekstra.nl - Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University - Non-uniform Riemann Approach To Stochastic Integration, The

Non-uniform Riemann Approach To Stochastic Integration, The

Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University

Omschrijving

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.

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Schrijver: Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University
Titel: Non-uniform Riemann Approach To Stochastic Integration, The
Uitgever: World Scientific Publishing Co Pte Ltd

Jaar: 2024
Taal: Engels
Pagina's: 184
Gewicht: 412 gr

EAN: 9789819801220
Afmetingen: 235 x 161 x 17 mm
Bindwijze: Gebonden

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Non-uniform Riemann Approach To Stochastic Integration, The

Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University

Omschrijving

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