Stochastic integrals
H. P. McKean, Jr.
New York : Academic Press, 1969.
xiii, 140 págs. ; 24 cm.
Serie: Probability and mathematical statistics : a series of monographs and textbooks ; 5
Bibliografía: p. 133-138.
Reseña: MathSciNet, 40 #947
Contenido
- 1. Brownian motion
- 2. Stochastic integrals and differentials
- 3. Stochastic integral equations (d=1)
- 4. Stochastic integral equations (d>=2).