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
發表於2025-02-03
Introduction to Stochastic Integration 2025 pdf epub mobi 電子書 下載
圖書標籤: 數學 金融 Quant 2017
T_T上學期好好看這本書stat w4635也不會跪這麼慘瞭。。。。連brownion motion都搞不清楚也敢去考試也是佩服自己的勇氣
評分這書太好瞭
評分循序漸進,寫得不錯
評分很久以前看的一本書,比其他類似程度的書讀起來更舒服,符號更明瞭,要是作者能再多加些隨機分析的內容該多好
評分條例清晰,讀的很舒服,比oksendal舒服
Introduction to Stochastic Integration 2025 pdf epub mobi 電子書 下載