Logo

Stochastic Integration and Stochastic Differential Equations

Small book cover: Stochastic Integration and Stochastic Differential Equations

Stochastic Integration and Stochastic Differential Equations
by

Publisher: University of Texas
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.

Home page url

Download or read it online for free here:
Download link
(DVI/PS/PDF)

Similar books

Book cover: Probability, Statistics and Stochastic ProcessesProbability, Statistics and Stochastic Processes
by
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).
(12068 views)
Book cover: Probability and StatisticsProbability and Statistics
- UCLA
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
(18333 views)
Book cover: Probability and Statistics CookbookProbability and Statistics Cookbook
by
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.
(19779 views)
Book cover: Correlation and CausalityCorrelation and Causality
by - John Wiley & Sons Inc
This text is a general introduction to the topic of structural analysis. It presumes no previous acquaintance with causal analysis. It is general because it covers all the standard, as well as a few nonstandard, statistical procedures.
(16939 views)