A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.
Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then Itôs change of variable formul...
An Introduction to Stochastic Integration is onder andere te koop bij: Bol. Esy raadt altijd aan om meerdere aanbieders te bekijken om geen last minute deals mis te lopen.