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Introduction to Stochastic Integration by Hui-Hsiung Kuo
Table of Contents Frontmatter 1. Preliminaries Abstract.
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- Introduction to Stochastic Integration?
- An Introduction to Functional Programming Through Lambda Calculus (International Computer Science Series).
- Introduction to Stochastic Integration by Hui-Hsiung Kuo | Waterstones;
For the remainder of this book, we shall only consider integrators M which are continuous local martingales. By Proposition 1. A more extensive treatment, encompassing right continuous integrators would require more elaborate considerations which are not suitable for inclusion in this short book.
Then we shall prove a result which shows that Brownian motion is truly the canonical example of a continuous local martingale. Title Introduction to Stochastic Integration.
Introduction to Stochastic Integration / Edition 1
Add to Wishlist. USD Sign in to Purchase Instantly. Temporarily Out of Stock Online Please check back later for updated availability. Overview Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions.