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Introduction to stochastic integration / K.L. Chung, R.J. Williams.
| Author/creator | Chung, Kai Lai |
| Other author | Williams, R. J. (Ruth J.), 1955- |
| Format | Electronic |
| Edition | Second edition/Reprint of the 1990 edition. |
| Publication Info | New York : Birkhäuser, [2014] |
| Description | xvii, 276 pages : illustrations ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2014 English International |
| Subjects |
| Series | Modern Birkhèauser classics, 2197-1803 |
| Contents | 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. |
| General note | "Originally published in the series Probability and its applications."--Title page verso. |
| Bibliography note | Includes bibliographical references (pages 265-272) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2013953549 |
| ISBN | 9781461495864 (alk. paper) |
| ISBN | 1461495865 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |