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: Design of Comparative ExperimentsDesign of Comparative Experiments
by - Cambridge University Press
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
(19658 views)
Book cover: Reversible Markov Chains and Random Walks on GraphsReversible Markov Chains and Random Walks on Graphs
by - University of California, Berkeley
From the table of contents: General Markov Chains; Reversible Markov Chains; Hitting and Convergence Time, and Flow Rate, Parameters for Reversible Markov Chains; Special Graphs and Trees; Cover Times; Symmetric Graphs and Chains; etc.
(11408 views)
Book cover: Introduction Probaility and StatisticsIntroduction Probaility and Statistics
by - University of Southern Maine
Topics: Data Analysis; Probability; Random Variables and Discrete Distributions; Continuous Probability Distributions; Sampling Distributions; Point and Interval Estimation; Large Sample Estimation; Large-Sample Tests of Hypothesis; etc.
(24266 views)
Book cover: Think Stats: Probability and Statistics for ProgrammersThink Stats: Probability and Statistics for Programmers
by - Green Tea Press
Think Stats is an introduction to Probability and Statistics for Python programmers. This new book emphasizes simple techniques you can use to explore real data sets and answer interesting statistical questions. Basic skills in Python are assumed.
(18050 views)