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The Non-Uniform Riemann Approach to Stochastic Integration
Hardcover
Series: Real Analysis
Business GeneralProbability & Statistics
ISBN13: 9789819801220
Publisher: World Scientific Publishing Company
Published: Sep 27 2024
Pages: 184
Weight: 0.91
Height: 0.44 Width: 6.00 Depth: 9.00
Language: English
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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