Title: Non-uniform Riemann Approach To Stochastic Integration, The (Series in Real Analysis)
Publisher: WSPC
Publication Date: 2024
Language: English
ISBN 10: 9819801222
ISBN 13: 9789819801220
Binding: Hardcover
Condition: New

About this title

Synopsis

This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.

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