Theory of stochastic integrals
Auteur :
León, Jorge A.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032778105
Date de publication :
13 mars 2025
Dimensions :
25,4 x 17,8 cm
Poids :
1060 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Itô theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.