num_pages: 292
description: Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
language: English
title: Introduction to Stochastic Integration
titlecomplete: Introduction to Stochastic Integration (Universitext)
genres: Finance, Theory, Mathematics
ratings_count: 2
publisher: Springer