Elements of stochastic calculus and analysis. (2018)

• Record Type: Book
• Further Information: Note: Daniel W. Stroock.
• Authors: Stroock, Daniel W
• Contents: Preface -- 1. Kolmogorov's Equations -- 2. Itô's Approach -- 3. Brownian Stochastic Integration -- 4. Other Theories of Stochastic Integration -- 5. Addenda -- References -- Index.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource (xiv, 206 pages)
• Subjects: 519.2/2; Mathematics; Stochastic analysis; Stochastic analysis; Distribution (Probability theory); Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319770383; 3319770381
• Related ISBNs: 9783319770376; 3319770373
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 1, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.