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

By:

Karandikar, Rajeeva L

Material type: Text

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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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
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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