【预订】Stochastic Integrals 9780821838877 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780821838877 Author 作者 Henry P. Format 版本 精装 Pages Number 页数 141页 Publisher 出版社 American Mathematical Society (AMS) Publication Date 出版日期 2005-10-30 Language 语种 其它(含多语) Book Contents 内容简介 This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous It lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitabl
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