How Long to Read Introduction to Stochastic Integration

How Long Does it Take to Read Introduction to Stochastic Integration?

It takes the average reader 4 hours and 46 minutes to read Introduction to Stochastic Integration by Kai L. Chung

Assuming a reading speed of 250 words per minute. Learn more

Description

This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (§6.4) and the material on re flected Brownian motions (§8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.

How long is Introduction to Stochastic Integration?

Introduction to Stochastic Integration by Kai L. Chung is 278 pages long, and a total of 71,724 words.

This makes it 94% the length of the average book. It also has 88% more words than the average book.

How Long Does it Take to Read Introduction to Stochastic Integration Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 31 minutes to read Introduction to Stochastic Integration aloud.

What Reading Level is Introduction to Stochastic Integration?

Introduction to Stochastic Integration is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Introduction to Stochastic Integration?

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