AMS eBook CollectionsOne of the world's most respected mathematical collections, available in digital format for your library or institution
Stochastic Integrals
About this Title
Henry P. McKean
Publication: AMS Chelsea Publishing
Publication Year:
1969; Volume 353
ISBNs: 978-0-8218-3887-7 (print); 978-1-4704-3029-0 (online)
DOI: https://doi.org/10.1090/chel/353
Table of Contents
Download chapters as PDF
Front/Back Matter
Chapters
- Chapter 1. Brownian motion
- Chapter 2. Stochastic integrals and differentials
- Chapter 3. Stochastic integral equations $(d=1)$
- Chapter 4. Stochastic integral equations $(d\geq 2)$