An Introduction to Stochastic Integration by Kai Lai Chung
This softcover reprint of a classic textbook offers a highly readable introduction to stochastic integration and stochastic differential equations. It combines developments of the basic theory with applications and includes exercises.-
Probability Models for DNA Sequence Evolution
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Invariant Probabilities of Transition Functions
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Associated Sequences, Demimartingales and Nonparametric Inference
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Continuous-Time Markov Jump Linear Systems
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Quasi-Stationary Distributions
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Normal Approximation by Stein's Method
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Stochastic Partial Differential Equations
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Self-Normalized Processes
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Laws of Chaos
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Stochastic Differential Equations in Infinite Dimensions
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Invariant Random Fields on Spaces with a Group Action
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Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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Schrodinger Diffusion Processes
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Probability Measures on Semigroups
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Stochastic Control in Insurance
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Measure-Valued Branching Markov Processes
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Stochastic Processes
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The Doctrine of Chances
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An Introduction to the Theory of Point Processes
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Eigenvalues, Inequalities, and Ergodic Theory
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Theory of Random Sets
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Feynman-Kac Formulae
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Mass Transportation Problems
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Stochastic Calculus for Fractional Brownian Motion and Applications
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Renewal Theory for Perturbed Random Walks and Similar Processes
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Discrete-Time Markov Jump Linear Systems
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Basics of Applied Stochastic Processes
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Limit Theorems for Randomly Stopped Stochastic Processes
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Point Process Theory and Applications
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Excursions of Markov Processes
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Decoupling
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The Malliavin Calculus and Related Topics
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Stochastic Neutron Transport
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Diffusions and Elliptic Operators
"An attractive text..written in [a] lean and precise style...eminently readable. Especially pleasant are the care and attention devoted to details... A very fine book." -Mathematical Reviews
| SKU | Unavailable |
| ISBN 13 | 9780817633868 |
| ISBN 10 | 0817633863 |
| Title | An Introduction to Stochastic Integration |
| Author | Kai Lai Chung |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Birkhauser Boston |
| Year published | 1990-01-01 |
| Number of pages | 294 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |