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 42 minutes to read Introduction to Stochastic Integration by K.L. Chung

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

Description

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability. Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then It’s change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of martingales, the Feynman–Kac functional and the Schrödinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time change are discussed. New to the second edition are a discussion of the Cameron–Martin–Girsanov transformation and a final chapter which provides an introduction to stochastic differential equations, as well as many exercises for classroom use. This book will be a valuable resource to all mathematicians, statisticians, economists, and engineers employing the modern tools of stochastic analysis. The text also proves that stochastic integration has made an important impact on mathematical progress over the last decades and that stochastic calculus has become one of the most powerful tools in modern probability theory. —Journal of the American Statistical Association An attractive text...written in [a] lean and precise style...eminently readable. Especially pleasant are the care and attention devoted to details... A very fine book. —Mathematical Reviews

How long is Introduction to Stochastic Integration?

Introduction to Stochastic Integration by K.L. Chung is 276 pages long, and a total of 70,656 words.

This makes it 93% the length of the average book. It also has 86% 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 26 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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