A modern theory of random variation
Subtitle: with applications in stochastic calculus, financial mathematics, and Feynman integration
By: Patrick Muldowney
Publisher: Wiley
Published: 2012
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 527
ISBN-13: 9781118166406
Subjects: Path integrals; MATHEMATICS / Mathematical Analysis; Calculus of variations; Random variables; Mathematical analysis
Description: "This book presents a self-contained study of the Riemann approach to the theory of random variation and assumes only some familiarity with probability or statistical analysis, basic Riemann integration, and mathematical proofs. The author focuses on non-absolute convergence in conjunction with random variation"--
Notes: Includes index.