Introduction to Stochastic Integration

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The contents of this monograph approximate the lectures I gave In a graduate course at Stanford University in the first half of 1981. But the material has been thoroughly reorganized and rewritten. The purpose is to present a modern version of the theory of stochastic in­ tegration, comprising but going beyond the classical theory, yet stopping short of the latest discontinuous (and to some distra...
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The contents of this monograph approximate the lectures I gave In a graduate course at Stanford University in the first half of 1981. But the material has been thoroughly reorganized and rewritten. The purpose is to present a modern version of the theory of stochastic in­ tegration, comprising but going beyond the classical theory, yet stopping short of the latest discontinuous (and to some distra...
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  • Formats: pdf
  • ISBN: 9781475791747
  • Publication Date: 29 Jun 2013
  • Publisher: Birkhauser Boston
  • Product language: English
  • Drm Setting: DRM