Introduction to Stochastic Integration (Probability and Its Applications)

By Ruth J. Williams and Kai Lai Chung

Book Overview

This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section ?9.4 on the Cameron-Martin-Girsanov formula.... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0817633863
• ISBN13: 9780817633868
• Release Date: January 1990
• Publisher: Birkhäuser
• Length: 278 Pages
• Weight: 1.30 lbs.
• Dimensions: 9.5" x 0.8" x 6.5"