Stochastic World pp 109-134 | Cite as
Stochastic Integrals
Chapter
Abstract
Similarly to the standard analysis, when the stochastic differentiation is defined, it is natural to introduce the stochastic integration. The corresponding approach will give us one more instrument of obtaining the expressions for some general random processes. This is an elegant domain of stochastic mathematics; moreover, it is actively used in the textbooks and academic literature.
Keywords
Wiener Process Random Quantity Integral Sign Stochastic Equation Stochastic Integral
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© Springer International Publishing Switzerland 2013