Introduction Stochastic Integration by Chung K L (13 results)

Condition: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects.

Condition: Used - Very Good. 1989. 1st Edition. hardcover. Pictorial boards. Octavo. 191 pp. Slight shelf wear to boards. Very Good.

2nd edition. XVII/276 S./pp., Originalbroschur (publisher's paper covers), Bibliotheksexemplar in sehr gutem Zustand / exlibrary in excellent condition (Stempel auf Titel / title stamped, Stempel auf Schnitt / edges stamped, Rückenschildchen / lettering pannel to the spine, Block sehr gut / contents clean, keine Unterstreichungen oder Anstreichungen / no underlining or remarks, nicht in Folie eingeschlagen / not wrapped up in foil), Sprache: englisch.

Hardcover. Condition: Fair. Titel: An Introduction to Stochastic Integration. Jaar van uitgave: 1983. Taal: Engels. Boek iets scheef met een verbleekte rug. Verder zeer goed. Omslag licht dof.

Condition: New. SUPER FAST SHIPPING.

Condition: New.

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PF. Condition: New.

Paperback. Condition: new. Paperback. A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then Its change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of martingales, the FeynmanKac functional and the Schroedinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time change are discussed.New to the second edition are a discussion of the CameronMartinGirsanov transformation and a final chapter which provides an introduction to stochastic differential equations, as well as many exercises for classroom use.This book willbe a valuable resource to all mathematicians, statisticians, economists, and engineers employing the modern tools of stochastic analysis.The text also proves that stochastic integration has made an important impact on mathematical progress over the last decades and that stochastic calculus has become one of the most powerful tools in modern probability theory. Journal of the American Statistical Association An attractive textwritten in [a] lean and precise styleeminently readable. Especially pleasant are the care and attention devoted to details A very fine book.Mathematical Reviews This highly readable introduction to stochastic integration and stochastic differential equations combines developments of the basic theory with applications. It is a softcover reprint of a classic, graduate-level textbook. Includes exercises. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condition: New. 2013. Paperback. . . . . .

Condition: New. 2013. Paperback. . . . . . Books ship from the US and Ireland.

Paperback. Condition: new. Paperback. A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then Its change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of martingales, the FeynmanKac functional and the Schroedinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time change are discussed.New to the second edition are a discussion of the CameronMartinGirsanov transformation and a final chapter which provides an introduction to stochastic differential equations, as well as many exercises for classroom use.This book willbe a valuable resource to all mathematicians, statisticians, economists, and engineers employing the modern tools of stochastic analysis.The text also proves that stochastic integration has made an important impact on mathematical progress over the last decades and that stochastic calculus has become one of the most powerful tools in modern probability theory. Journal of the American Statistical Association An attractive textwritten in [a] lean and precise styleeminently readable. Especially pleasant are the care and attention devoted to details A very fine book.Mathematical Reviews This highly readable introduction to stochastic integration and stochastic differential equations combines developments of the basic theory with applications. It is a softcover reprint of a classic, graduate-level textbook. Includes exercises. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Affordable, softcover reprint of a classic textbookAuthors exposition consistently chooses clarity over brevityIncludes an expanded collection of exercises from the first editionA highly readable introduction to stochastic integ.