Stochastic Integrals by Henry P
The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals. The author starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations and stochastic integral equations on smooth manifolds. E. B. Dynkin wrote about the original edition in Mathematical Reviews: 'This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations'. These words continue to ring true today. This classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.-
Formal Groups and Applications
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Theorie Des Fonctions Algebriques De Deux Variables Independantes, Volume I & II
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Algebraic Numbers and Algebraic Functions
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Introduction to Hilbert Space
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Modular Functions in Analytic Number Theory
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Automorphic Functions
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Generalized Functions, Volume 4
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Algebra, an Elementary Text-Book for the Higher Classes of Secondary Schools and for Colleges, Part 2
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Combinatorial Problems and Exercises
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Algebra, an Elementary Text-book for the Higher Classes of Secondary Schools and for Colleges, Part 1
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Differential and Integral Calculus
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Primes of the Form $x^2 + Ny^2$
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Generalized Functions, Volume 1
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Generalized Functions, Volume 2
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Introduction to Riemann Surfaces
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The Theory of Probability
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Function Theory of Several Complex Variables
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The Theory of Groups
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Class Field Theory
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Introduction to Complex Analysis
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Sturm-Liouville Operators and Applications
| SKU | Unavailable |
| ISBN 13 | 9780821838877 |
| ISBN 10 | 0821838873 |
| Title | Stochastic Integrals |
| Author | Henry P |
| Series | Chelsea Publications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | American Mathematical Society |
| Year published | 2005-10-30 |
| Number of pages | 141 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |