发表于2025-02-26
Introduction to Stochastic Integration 2025 pdf epub mobi 电子书
图书标签: 数学 金融 Quant 2017
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a 'friendly' introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
T_T上学期好好看这本书stat w4635也不会跪这么惨了。。。。连brownion motion都搞不清楚也敢去考试也是佩服自己的勇气
评分条例清晰,读的很舒服,比oksendal舒服
评分我想入门没有比这个更好的了。。如果能稍微更数学化一点。比如把那些可以进行随机积分的函数的空间和判断条件加进来就更完美了。比oksendal要好不少。我觉得oksendal是给懂得人看的。
评分very readable
评分我想入门没有比这个更好的了。。如果能稍微更数学化一点。比如把那些可以进行随机积分的函数的空间和判断条件加进来就更完美了。比oksendal要好不少。我觉得oksendal是给懂得人看的。
Introduction to Stochastic Integration 2025 pdf epub mobi 电子书