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The Non-uniform Riemann Approach To Stochastic Integration

The Non-uniform Riemann Approach To Stochastic Integration PDF Author: Varayu Boonpogkrong
Publisher: World Scientific
ISBN: 9819801249
Category : Mathematics
Languages : en
Pages : 182

Book Description
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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