000			01156nam a22002535i 4500
999			_c29782 _d29782
003			CUTN
005			20190820120406.0
008			180116s2018 nyu 000 0 eng
020			_a9789811083174
041			_aEnglish
042			_apcc
082			_a519.23 _bKAR
100			_aKarandikar, Rajeeva L
245	0	0	_aIntroduction to stochastic calculus. _cRajeeva L Karandikar; B V Rao
260			_aSingapore : _bSpringer, _c2018.
300			_apages cm
505			_tDiscrete Parameter Martingales -- _tContinuous Time Processes -- _tThe Ito Integral -- _tStochastic Integration -- _tSemimartingales -- _tPathwise Formula for the Stochastic Integral -- _tContinuous Semimartingales -- _tPredictable Increasing Processes -- _tThe Davis Inequality -- _tIntegral Representation of Martingales -- _tDominating Process of a Semimartingale -- _tSDE driven by r.c.l.l. Semimartingales -- _tGirsanov Theorem.
650			_aStochastic processes.
650			_aMathematics -- Probability & Statistics -- General.
942			_2ddc _cBOOKS
263			_a1804
906			_a0 _bibc _corignew _d2 _eepcn _f20 _gy-gencatlg