Bøker av Hui-Hsiung Kuo

Covers the mathematical foundation and key applications of white noise theory. This book focuses on topics such as integral kernel operators, Fourier transforms, Laplacian operators, white noise integration, Feynman integrals, and positive generalized functions.

Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews:"Introduction to Stochastic Integration is exactly what the title says.