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Stochastic Integrals

Publisher: 
AMS Chelsea
Number of Pages: 
140
Price: 
25.00
ISBN: 
0-8218-3887-3
Date Received: 
Thursday, October 20, 2005
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Henry P. McKean
Publication Date: 
2005
Format: 
Hardcover
Category: 
Monograph

  • Brownian motion
  • Stochastic integrals and differentials
  • Stochastic integral equations $(d=1)$
  • Stochastic integral equations $(d\geq2)$
  • References
  • Subject index
  • Errata
Publish Book: 
Modify Date: 
Thursday, October 20, 2005

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