Cargando…
Noncausal stochastic calculus
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis o...
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2017
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-4-431-56576-5 http://cds.cern.ch/record/2276958 |