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0.0/5
667,00 kr
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
