非均匀Riemann方法的随机积分
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.
这本书首次以广义黎曼方法呈现随机积分的理论。熟悉大学微积分的学生若想轻松获取随机积分理论,将会发现本书大部分内容读起来都颇为愉快,尤其是前四章。书中也包含了对经典随机积分和随机过程理论的引用,方便那些熟悉测度论方法的读者查阅。
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