Abstract
The probabilistic concepts reviewed in the previous chapters are applied to develop one of the most useful tools for the solution of stochastic problems, the Itô calculus.
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© 2002 Springer Science+Business Media New York
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Grigoriu, M. (2002). Itô’s Formula and Stochastic Differential Equations. In: Stochastic Calculus. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-8228-6_4
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DOI: https://doi.org/10.1007/978-0-8176-8228-6_4
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6501-6
Online ISBN: 978-0-8176-8228-6
eBook Packages: Springer Book Archive