TY  - BOOK
AU  - Boonpogkrong,Varayu
AU  - Chew,Tuan Seng
AU  - Toh,Tin Lam
TI  - Non-uniform Riemann approach to stochastic integration
T2  - Series in real analysis,
SN  - 9789819801237
AV  - QA274.22 
U1  - 519.2/2 23
PY  - 2024///
CY  - Singapore
PB  - World Scientific
KW  - Stochastic integrals
KW  - Riemann integral
KW  - Electronic books
N1  - Includes bibliographical references and index; Introduction -- The Itô integral -- Differentiation and differential -- Variational approach to stochastic integration -- The multiple Itô-Wiener integral -- Fubini's theorem and Hu-Meyer's theorem
N2  - "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"--
UR  - https://www.worldscientific.com/worldscibooks/10.1142/14052#t=toc
ER  -