Introduction To Stochastic Integration (universitext)
by Hui-Hsiung Kuo /
2005 / English / PDF
3.3 MB Download
Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus.
From the reviews:
"Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." THE MATHEMATICAL SCIENCES DIGITAL LIBRARY