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Introduction to Stochastic Integration

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In Stock (258)

£ 65.99

Description

It was the beginning of the Itˆ o calculus, the counterpart of the Leibniz–Newton calculus for random functions. The Itˆ o formula is the chain rule for the Itˆocalculus.Butitcannotbe expressed as in the Leibniz–Newton calculus in terms of derivatives, since a Brownian motion path is nowhere di?erentiable.

Book Details
EAN:
9780387287201
Binding:
Paperback
Dimensions(mm):
235 x 156 x 18 mm
Publication Date:
2005-11-15
Series:
Publication Country:
GB