Normal view MARC view ISBD view

Introduction to stochastic calculus.

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.

ISBN: 9789811083174

Subjects--Topical Terms:
Stochastic processes.
Mathematics -- Probability & Statistics -- General.

Dewey Class. No.: 519.23 / KAR

Print
Add to your cart (remove)
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)