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An Introduction to Stochastic Integration and Itô Calculus

An Introduction to Stochastic Integration and Itô Calculus

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Product Details
Author:
Adel Settati
Publisher:
LAP Lambert Academic Publishing
Publication Date:
Jun 05, 2024
Number of pages:
88 pages
Binding:
Paperback or Softback
ISBN-10:
6207653025
ISBN-13:
9786207653027

Overview

This book delves into the comprehensive construction of the Itô theory concerning stochastic integration and its pivotal role, particularly within the framework of stochastic differential equations. The book meticulously examines the distinctive properties of this integral, along with their respective extensions of the Itô formula, elucidating their significance in various theoretical and practical contexts. Furthermore, the integration theories are seamlessly integrated into the realm of stochastic differential equations, paving the way for examining complex phenomena such as epidemic models, and ecological models. In this context, the book proposes some original theorems to address pertinent issues about its implications within the framework of stochastic differential equations. Through rigorous construction analysis, this book contributes to the advancement of stochastic calculus theory, offering insights into its application in dynamical population modeling.


  • | Author: Adel Settati
  • | Publisher: LAP Lambert Academic Publishing
  • | Publication Date: Jun 05, 2024
  • | Number of Pages: 88 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 6207653025
  • | ISBN-13: 9786207653027

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