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Stochastic Integrals (AMS/Chelsea Publication)
Stochastic Integrals - AMS/Chelsea Publication
Author: Henry P. McKean
The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals. The author starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the boo...  more »
ISBN-13: 9780821838877
ISBN-10: 0821838873
Publication Date: 10/7/2005
Pages: 141
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Publisher: American Mathematical Society
Book Type: Hardcover
Members Wishing: 0
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