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Multiple Stochastic Integral.

Engel, David Douglas.

Multiple Stochastic Integral. - 1st ed. - 1 online resource (90 pages) - Memoirs of the American Mathematical Society ; v.38 . - Memoirs of the American Mathematical Society .

Intro -- TABLE OF CONTENTS -- CHAPTER 1 INTRODUCTION -- CHAPTER 2 DEFINITIONS AND PRELIMINARIES -- CHAPTER 3 THE DISCRETE HOMOGENEOUS CHAOS -- CHAPTER 4 MULTIPLE STOCHASTIC INTEGRALS AND L[sup(2)](Ω)-VALUED MEASURES -- CHAPTER 5 SOME COMBINATORIAL LEMMAS -- CHAPTER 6 APPLICATIONS -- REFERENCES.

9781470406721


Stochastic integrals.
Multiple integrals.


Electronic books.

QA274.22 -- .E54 1982eb

510 s;519.2

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