Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.
From the reviews:
"Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
Introduction to Stochastic Integration (Universitext) books pdf online
Introduction to Stochastic Integration (Universitext) ebook
Introduction to Stochastic Integration (Universitext) book
Introduction to Stochastic Integration (Universitext) pdf download
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