Introduction to Stochastic Calculus with Applications
Publisher: World Scientific Publishing Company
Published: September 1, 1999
Language: eng
Format: Hardcover
Number of pages: 321
ISBN-13: 9781860941290
Subjects: Calculus & mathematical analysis; Probability & statistics; Stochastics; Stochastic Processes; Mathematics; Science/Mathematics; Applied; Calculus; Probability & Statistics - General; Probability
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