"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 Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth ...
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"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 Ito 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 suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
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Add this copy of Stochastic Integrals to cart. $24.00, very good condition, Sold by T A Borden Books rated 4.0 out of 5 stars, ships from Olney, MD, UNITED STATES, published 1969 by Academic Press.
Add this copy of Stochastic Integrals to cart. $28.84, good condition, Sold by Cambridge Rare Books rated 4.0 out of 5 stars, ships from Cambridge, Gloucestershire, UNITED KINGDOM, published 1969 by Academic Press.
Add this copy of Stochastic Integrals to cart. $35.55, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2005 by American Mathematical Society.
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Good. Name stamped on book edge. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Shows some signs of wear but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of Stochastic Integrals to cart. $62.84, new condition, Sold by booksXpress, ships from Bayonne, NJ, UNITED STATES, published 2005 by American Mathematical Society.