Introduction to Stochastic Calculus with Applications
Edition: 2 edition
Publisher: Imperial College Press
Published: June 30, 2005
Language: eng
Format: Hardcover
Number of pages: 432
ISBN-13: 9781860945557
Subjects: Probability & statistics; Science/Mathematics; Mathematics; Calculus; Probability & Statistics - General; Analyse stochastique; Stochastic analysis
First sentence: A function g is called continuous at the point t = t0 if the increment of g over small intervals is small, g = g(t) - g(t0) 0 as t = t - t0 0