The Non-uniform Riemann Approach To Stochastic Integration

Download or read book The Non-uniform Riemann Approach To Stochastic Integration written by Varayu Boonpogkrong and published by World Scientific. This book was released on 2024-09-17 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach.