Stochastic integrals/
by Henry P. McKean
- Providence, Rhode Island: AMS Chelsea, c1969.
- xiii, 141 p. ; 24 cm.
- Probability and mathematical statistics; a series of monographs and textbooks; 5. .
Originally published by Academic Press in 1969.
Includes bibliographical references and Index.
The books deals with presentation of Brownian motion, stochastic integrals and differentials, including the famous Itô lemma and devoted to various topics of stochastic integral equations on smooth manifolds.