Stochastic Integration and Stochastic Differential Equations
by Klaus Bichteler
Publisher: University of Texas 2002
Number of pages: 643
Description:
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and enough functional analysis to recognize the Hahn-Banach theorem.
Download or read it online for free here:
Download link
(DVI/PS/PDF)
Similar books
Applied Nonparametric Regressionby Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(27256 views)
Probability and Statistics Cookbookby Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(20085 views)
Non-Uniform Random Variate Generationby Luc Devroye - Springer
The book on small field on the crossroads of statistics, operations research and computer science. The applications of random number generators are wide and varied. The study of non-uniform random variates is precisely the subject area of the book.
(15445 views)
Probability, Statistics and Stochastic Processesby Cosma Rohilla Shalizi
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Markov Processes, Continuous-Time Processes).
(12424 views)