To view prices and purchase online, please login, or register for an account.
(Paperback)
By: Daniel W. Stroock
ISBN: 9780691115436
Readership/Audience: Professional and Scholarly
Publication Date: Aug 2003
Publisher: Princeton University Press
See more...
Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
