000			02150nam a2200445 a 4500
001			00014052
003			WSP
005			20260416153417.0
007			cr |nu|||unuuu
008			240906s2024 si ob 001 0 eng d
010			_a 2024039536
020			_a9789819801237 _q(ebook)
020			_a9819801230 _q(ebook)
020			_z9789819801220 _q(hbk.)
040			_aWSPC _beng _cWSPC
050		4	_aQA274.22
072		7	_aMAT _x029040 _2bisacsh
072		7	_aMAT _x029000 _2bisacsh
072		7	_aBUS _x091000 _2bisacsh
082	0	4	_a519.2/2 _223
049			_aMAIN
100	1		_aBoonpogkrong, Varayu.
245	1	4	_aNon-uniform Riemann approach to stochastic integration / _cVarayu Boonpogkrong, Tuan Seng Chew, Tin Lam Toh.
260			_aSingapore : _bWorld Scientific, _cc2024.
300			_a1 online resource (xi, 169 p.).
490	1		_aSeries in real analysis, _x1793-1134 ; _vvol. 16
504			_aIncludes bibliographical references and index.
505	0		_aIntroduction -- The Itô integral -- Differentiation and differential -- Variational approach to stochastic integration -- The multiple Itô-Wiener integral -- Fubini's theorem and Hu-Meyer's theorem.
520			_a"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"-- _cPublisher's website.
538			_aMode of access: World Wide Web.
538			_aSystem requirements: Adobe Acrobat Reader.
650		0	_aStochastic integrals.
650		0	_aRiemann integral.
655		0	_aElectronic books.
700	1		_aChew, Tuan Seng.
700	1		_aToh, Tin Lam.
830		0	_aSeries in real analysis ; _vvol. 16.
856	4	0	_uhttps://www.worldscientific.com/worldscibooks/10.1142/14052#t=toc
942			_cE-BOOK
999			_c49794 _d49794