Name: Non-uniform Riemann Approach To Stochastic Integration, The - Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University
Price: 82.4 EUR
Author: Boonpogkrong, Varayu (Prince Of Songkla University, Chew, Tuan Seng (Nus, Toh, Tin Lam (Nanyang Technological University
ISBN: 9789819801220

Non-uniform Riemann Approach To Stochastic Integration, The

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

Description

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

Year: 2024
Language: English
Pages: 184
Weight: 412 gr

EAN: 9789819801220
Dimensions: 235 x 161 x 17 mm
Binding format: 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

Description

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