The non-uniform Riemann approach to stochastic integration
著者
書誌事項
The non-uniform Riemann approach to stochastic integration
（Series in real analysis, v. 16）
World Scientific, [2024] , , c2024
- : hardcover
大学図書館所蔵 全2件
注記
Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)
Summary on back cover: 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
Bibliography: pages 161-164
Includes indexes