عنوان
پدید آورنده
موضوع
رده
QA274.22
QA274
.
22
کتابخانه
محل استقرار
1461495873 (electronic bk.)
9781461495871 (electronic bk.)
9781461495864
b431348
Introduction to stochastic integration /
[Book]
K.L. Chung, R.J. Williams
Second edition
1 online resource (xv, 276 pages) :
illustrations
Modern Birkhäuser classics
Reprint of the 1990 edition
Includes bibliographical references and index
Preliminaries -- Definition of the Stochastic Integral -- Extension of the Predictable Integrands -- Quadratic Variation Process -- The Ito Formula -- Applications of the Ito Formula -- Local Time and Tanaka's Formula -- Reflected Brownian Motions -- Generalization Ito Formula, Change of Time and Measure -- Stochastic Differential Equations
0
Martingales (Mathematics)
Stochastic integrals
519
.
2
23
QA274
.
22
Chung, Kai Lai,1917-2009
Williams, R. J., (Ruth J.),1955-
Ohio Library and Information Network
20150310173207.0
pn
مطالعه متن کتاب [Book]
Y
