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

By: Karandikar, Rajeeva L.
Material type: materialTypeLabelBookPublisher: Singapore : Springer, 2018Description: pages cm.ISBN: 9789811083174.Subject(s): Stochastic processes | Mathematics -- Probability & Statistics -- GeneralDDC classification: 519.23
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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Non-fiction 519.23 KAR (Browse shelf) Available 38094
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519.2 ROS A first course in probability / 519.2 WAL Knowing the odds : 519.22 LEF Applied stochastic processes/ 519.23 KAR Introduction to stochastic calculus. 519.3 BIN Game theory : 519.3 BIN Game theory : 519.3 BIN Game theory :

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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