Karandikar, R. L.
Introduction to stochastic calculus Rajeeva L. Karandikar, B. V. Rao. - New Delhi: Hindustan Book Agency, 2018. - xiii, 441 p. - Indian Statistical Institute series, 2523-3114 . - Indian Statistical Institute Series, .
Includes bibliographical references and index.
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.
9789386279729 (hbk) = NBHM-collection Mathematics-reference book collection
10.1007/978-981-10-8318-1 doi
com.springer.onix.9789811083181 Springer Nature
GBB8J2041 bnb
Statistics.
Stochastic processes.
Stochastic processes.
Mathematics--Probability & Statistics--General.
Probability & statistics.
Mathematical statistics.
Distribution (Probability theory.
Electronic books.
QA274
519.23 K143I
Introduction to stochastic calculus Rajeeva L. Karandikar, B. V. Rao. - New Delhi: Hindustan Book Agency, 2018. - xiii, 441 p. - Indian Statistical Institute series, 2523-3114 . - Indian Statistical Institute Series, .
Includes bibliographical references and index.
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.
9789386279729 (hbk) = NBHM-collection Mathematics-reference book collection
10.1007/978-981-10-8318-1 doi
com.springer.onix.9789811083181 Springer Nature
GBB8J2041 bnb
Statistics.
Stochastic processes.
Stochastic processes.
Mathematics--Probability & Statistics--General.
Probability & statistics.
Mathematical statistics.
Distribution (Probability theory.
Electronic books.
QA274
519.23 K143I