High Quality Content by WIKIPEDIA articles! It? calculus, named after Kiyoshi It?, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations. The central concept is the It? stochastic integral. This is a generalization of the ordinary concept of a Riemann–Stieltjes integral. The generalization is in two respects. Firstly, we are now dealing with random variables (more precisely, stochastic processes). Secondly, we are integrating with respect to a non-differentiable function (technically, stochastic process).

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.