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Introduction to Stochastic Integration (Universitext)
Introduction to Stochastic Integration (Universitext)
Date: 22 May 2011, 21:49

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Product 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 reviews:
"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

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