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Stochastic Integration and Stochastic Differential Equations by Klaus Bichteler

Stochastic Integration and Stochastic Differential Equations

Stochastic Integration and Stochastic Differential Equations by Klaus Bichteler
Stochastic Integration and Stochastic Differential Equations by Klaus Bichteler
Publisher: University of Texas 2002
Number of pages: 643
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and enough functional analysis to recognize the Hahn-Banach theorem.
Mathematics Probability & Statistics
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