Stochastic Integrals
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| Google books | books.google.com |
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| Originally published | 1969 |
| Authors | Henry McKean |
| Date of Reg. | |
| Date of Upd. | |
| ID | 3128567 |
About Stochastic Integrals
Stochastic Integrals discusses one area of diffusion processes: the differential and integral calculus based upon the Brownian motion. The book reviews Gaussian families, construction of the Brownian motion, the simplest properties of the Brownian motion, Martingale inequality, and the law of the iterated logarithm. . . .