eBook - PDF

Stochastic Calculus and Stochastic Models

Name: Stochastic Calculus and Stochastic Models
ISBN: 9781483218779

E. J. McShane,

Z. W. Birnbaum,

E. Lukacs,

252 pages
English
PDF
Available on iOS & Android

eBook - PDF

Stochastic Calculus and Stochastic Models

E. J. McShane,

Z. W. Birnbaum,

E. Lukacs,

About this book

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals. The publication first ponders on stochastic integrals, existence of stochastic integrals, and continuity, chain rule, and substitution. Discussions focus on differentiation of a composite function, continuity of sample functions, existence and vanishing of stochastic integrals, canonical form, elementary properties of integrals, and the Itô-belated integral. The book then examines stochastic differential equations, including existence of solutions of stochastic differential equations, linear differential equations and their adjoints, approximation lemma, and the Cauchy-Maruyama approximation. The manuscript takes a look at equations in canonical form, as well as justification of the canonical extension in stochastic modeling; rate of convergence of approximations to solutions; comparison of ordinary and stochastic differential equations; and invariance under change of coordinates. The publication is a dependable reference for mathematicians and researchers interested in stochastic integrals.

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Yes, you can access Stochastic Calculus and Stochastic Models by E. J. McShane, Z. W. Birnbaum,E. Lukacs in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.