Stochastic Integrals

“This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations.” -E. B. Dynkin, Mathematical Reviews

This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Ito lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds.

Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.

UK Delivery:

• Free delivery on all orders of £10 or more.
• £1.49 delivery fee on orders below £10.
• UK orders are shipped via Royal Mail 2nd Class.

International Delivery:

• Flat rate delivery charges vary by country.

Dispatch and Delivery Times:

• All orders are shipped from our warehouse in Northampton, UK within 48 hours of receipt during working hours.
• UK mainland orders typically arrive within 3-5 working days via Royal Mail 2nd Class.
• International estimated delivery times:
• Europe & Channel Islands: 7 to 10 working days
• USA: 7 to 15 working days
• Rest of the World: 9 to 21 working days

View our full delivery infomation here.