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Non-uniform Riemann Approach To Stochastic Integration, The Varayu Boonpogkrong 9789819801220
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Non-uniform Riemann Approach To Stochastic Integration, The Varayu Boonpogkrong 9789819801220

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This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.

Book Information
ISBN 9789819801220
Author Varayu Boonpogkrong
Format Hardback
Page Count 184
Imprint World Scientific Publishing Co Pte Ltd
Publisher World Scientific Publishing Co Pte Ltd

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