Theory of Stochastic Integrals
$157.93
- Paperback
472 pages
- Release Date
13 March 2025
Summary
Beyond Itô: A Deep Dive into the Theory of Stochastic Integrals
In the realm of stochastic calculus, the classical Itô theory falls short when faced with certain real-world phenomena. To overcome these limitations, a more generalized approach to stochastic integration is required.
Theory of Stochastic Integrals provides precisely that, guiding readers through various interpretations of stochastic integrals with respect to stochastic processes that m…
Book Details
| ISBN-13: | 9781032778129 |
|---|---|
| ISBN-10: | 1032778121 |
| Author: | Jorge A. León |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Chapman & Hall/CRC |
| Format: | Paperback |
| Number of Pages: | 472 |
| Release Date: | 13 March 2025 |
| Weight: | 900g |
| Dimensions: | 254mm x 178mm |
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About The Author
Jorge A. León
Jorge A. León studied for a PhD in equivalence of solutions to stochastic evolution equations at the Department of Mathematics of Cinvestav-IPN, Mexico. He has carried out joint research work with internationally recognized researchers and has mainly contributed to the development of stochastic calculus and integration, and their applications to stochastic differential equations with different interpretations of stochastic integral. He has co-organized several conferences on stochastic analysis among which we can mention the Latin American Congress of Probability and Mathematical Statistics (CLAPEM), the joint meeting between USA and Mexico, Bernoulli-IMS World Congress, Symposium on Probability and Mathematics Statistics, which was the most important meeting in probability at Mexico, etc. He has taught at Cinvestav-IPN for 35 years.
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