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2024-11-23
Introduction to Stochastic Integration 2024 pdf epub mobi 電子書 下載
圖書標籤: 數學 金融 Quant 2017
這書太好瞭
評分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
評分循序漸進,寫得不錯
評分調理清晰,對初學者很友好
評分隨機積分很好的入門參考書
Introduction to Stochastic Integration 2024 pdf epub mobi 電子書 下載