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Stochastic Integrals

Henry P. McKean
Publisher: 
AMS Chelsea
Publication Date: 
2005
Number of Pages: 
140
Format: 
Hardcover
Price: 
25.00
ISBN: 
0-8218-3887-3
Category: 
Monograph
We do not plan to review this book.

  • Brownian motion
  • Stochastic integrals and differentials
  • Stochastic integral equations $(d=1)$
  • Stochastic integral equations $(d\geq2)$
  • References
  • Subject index
  • Errata