Stochastic Analysis - Notes by I. F. Wilde
Stochastic Analysis - Notes
Stochastic Analysis - Notes by I. F. Wilde
2009
Number of pages: 103
A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.
Mathematics Probability & Statistics Stochastic Calculus
2009
Number of pages: 103
A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.
Mathematics Probability & Statistics Stochastic Calculus
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