Non-uniform Riemann Approach To Stochastic Integration, The

Varayu Boonpogkrong, Tuan Seng Chew, Tin Lam Toh

ISBN 10: 9819801222 / ISBN 13: 9789819801220

Published by World Scientific Publishing Co Pte Ltd, SG, 2024

About this Item

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.

Seller Inventory # LU-9789819801220

Bibliographic Details

• Title: Non-uniform Riemann Approach To Stochastic Integration, The
• Publisher: World Scientific Publishing Co Pte Ltd, SG
• Publication Date: 2024
• Language: English
• ISBN 10: 9819801222
• ISBN 13: 9789819801220
• Binding: Hardback
• 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.