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Introduction to stochastic calculus. Rajeeva L Karandikar; B V Rao

By: Material type: TextLanguage: English Publication details: Singapore : Springer, 2018.Description: pages cmISBN:
  • 9789811083174
Subject(s): DDC classification:
  • 519.23 KAR
Contents:
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.
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
General Books CUTN Central Library Sciences Non-fiction 519.23 KAR (Browse shelf(Opens below)) Available 38094

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.

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