Karandikar, Rajeeva L

Introduction to stochastic calculus. Rajeeva L Karandikar; B V Rao - Singapore : Springer, 2018. - pages cm

Discrete Parameter Martingales --
Continuous Time Processes --
The Ito Integral --
Stochastic Integration --
Semimartingales --
Pathwise Formula for the Stochastic Integral --
Continuous Semimartingales --
Predictable Increasing Processes --
The Davis Inequality --
Integral Representation of Martingales --
Dominating Process of a Semimartingale --
SDE driven by r.c.l.l. Semimartingales --
Girsanov Theorem.

9789811083174


Stochastic processes.
Mathematics -- Probability & Statistics -- General.

519.23 / KAR

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