Non-uniform Riemann Approach To Stochastic Integration, The
Author:   Varayu Boonpogkrong (Prince Of Songkla University, Thailand) ,  Tuan Seng Chew (Nus, S'pore) ,  Tin Lam Toh (Nanyang Technological University, Singapore)
Publisher:   World Scientific Publishing Co Pte Ltd
Volume:   16
ISBN:  

9789819801220


Pages:   184
Publication Date:   17 October 2024
Format:   Hardback
Availability:   In Print   Availability explained
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Non-uniform Riemann Approach To Stochastic Integration, The


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Overview

This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.

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Author:   Varayu Boonpogkrong (Prince Of Songkla University, Thailand) ,  Tuan Seng Chew (Nus, S'pore) ,  Tin Lam Toh (Nanyang Technological University, Singapore)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   16
ISBN:  

9789819801220


ISBN 10:   9819801222
Pages:   184
Publication Date:   17 October 2024
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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