| Softcover ISBN: | 978-1-4704-7787-5 |
| Product Code: | CHEL/353.H.S |
| List Price: | $69.00 |
| MAA Member Price: | $62.10 |
| AMS Member Price: | $62.10 |
| eBook ISBN: | 978-1-4704-3029-0 |
| Product Code: | CHEL/353.H.E |
| List Price: | $65.00 |
| MAA Member Price: | $58.50 |
| AMS Member Price: | $58.50 |
| Softcover ISBN: | 978-1-4704-7787-5 |
| eBook: ISBN: | 978-1-4704-3029-0 |
| Product Code: | CHEL/353.H.S.B |
| List Price: | $134.00 $101.50 |
| MAA Member Price: | $120.60 $91.35 |
| AMS Member Price: | $120.60 $91.35 |
| Softcover ISBN: | 978-1-4704-7787-5 |
| Product Code: | CHEL/353.H.S |
| List Price: | $69.00 |
| MAA Member Price: | $62.10 |
| AMS Member Price: | $62.10 |
| eBook ISBN: | 978-1-4704-3029-0 |
| Product Code: | CHEL/353.H.E |
| List Price: | $65.00 |
| MAA Member Price: | $58.50 |
| AMS Member Price: | $58.50 |
| Softcover ISBN: | 978-1-4704-7787-5 |
| eBook ISBN: | 978-1-4704-3029-0 |
| Product Code: | CHEL/353.H.S.B |
| List Price: | $134.00 $101.50 |
| MAA Member Price: | $120.60 $91.35 |
| AMS Member Price: | $120.60 $91.35 |
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Book DetailsAMS Chelsea PublishingVolume: 353; 1969; 141 ppMSC: Primary 60
This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.
—E. B. Dynkin, Mathematical Reviews
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
ReadershipGraduate students and research mathematicians interested in probability, stochastic processes, and their applications.
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Table of Contents
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Chapters
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Chapter 1. Brownian motion
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Chapter 2. Stochastic integrals and differentials
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Chapter 3. Stochastic integral equations $(d=1)$
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Chapter 4. Stochastic integral equations $(d\geq 2)$
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Additional Material
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RequestsReview Copy – for publishers of book reviewsPermission – for use of book, eBook, or Journal contentAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Requests
This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.
—E. B. Dynkin, Mathematical Reviews
This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.
Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
Graduate students and research mathematicians interested in probability, stochastic processes, and their applications.
-
Chapters
-
Chapter 1. Brownian motion
-
Chapter 2. Stochastic integrals and differentials
-
Chapter 3. Stochastic integral equations $(d=1)$
-
Chapter 4. Stochastic integral equations $(d\geq 2)$
