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
调理清晰,对初学者很友好
评分条例清晰,读的很舒服,比oksendal舒服
评分随机积分很好的入门参考书
评分循序渐进,写得不错
评分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
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