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

By: Contributor(s): Series: Indian Statistical Institute SeriesPublication details: New Delhi: Hindustan Book Agency, 2018.Description: xiii, 441 pISBN:
  • 9789386279729 (hbk)
Subject(s): Genre/Form: DDC classification:
  • 519.23 K143I 23
LOC classification:
  • QA274
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 Notes Date due Barcode
Books Books Central Library, IISER Bhopal Reference Section Reference 519.23 K143I (Browse shelf(Opens below)) Not For Loan Reserve G0503

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.

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