Theory of Stochastic Integrals

ISBN-10: 1032778121
ISBN-13: 978-1032778129
Edition: 1st
Publisher: Chapman &amp; Hall

Name: Theory of Stochastic Integrals
SKU: 9781032778129
Availability: InStock

SKU: 9781032778129

Original price was: ₹9,518.81.Current price is: ₹7,615.05.

Explore advanced concepts in stochastic calculus with “Theory of Stochastic Integrals” by The Bookish Owl. This essential resource delves into stochastic integration methods beyond classical Itô theory, crucial for analyzing phenomena involving non-semimartingale processes. Discover interpretations of stochastic integrals with respect to Volterra Gaussian processes, fractional Brownian motion, and Riemann-Liouville fractional processes. This self-contained volume serves as an invaluable teaching and research tool for mathematicians and scientists interested in modern stochastic analysis and its diverse applications. Uncover original results and expand your understanding of stochastic processes with this comprehensive guide.

5 in stock

Category: Higher Education Textbooks Tag: Jorge A. Len