剧情简介：A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integran...(展开全部)
作者：Kai L·Chung
出版社：Birkhäuser Boston
ISBN：9780817633868
