Stochastic integrals/ by Henry P. McKean

By:

McKean, Henry P

Material type: Text

TextLanguage: ENG Series: Probability and mathematical statistics; a series of monographs and textbooks; 5Publication details: Providence, Rhode Island: AMS Chelsea, c1969.Description: xiii, 141 p. ; 24 cmISBN:

9780821838877 (hbk.) :

Subject(s):

DDC classification:

23rd 519.1 MCK/S

LOC classification:

QA273 .M313

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Reference Book	Transit Campus Mathematics	519.1 MCK/S (Browse shelf(Opens below))	Available		001055
Books	Vigyanpuri Campus Mathematics	519.1 MCK/S (Browse shelf(Opens below))	Available		001054

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Previous	519 KHI/M Mathematical foundations of information theory/	519 MAT/V Vector calculus/	519.1 DYN/M Markov processes-I/	519.1 MCK/S Stochastic integrals/	519.2 ITO/D Diffusion processes and their sample paths /	519.2 JOH/I Information theory and the central limit theorem /	519.2 KOL/F Foundations of the theory of probability/	Next

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.

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