Introduction to stochastic calculus
by
Karandikar, R. L
; Rao, B. V.
Material type: 
BookSeries: Indian Statistical Institute Series: Publisher: New Delhi: Hindustan Book Agency, 2018Description: xiii, 441 p.ISBN: 9789386279729 (hbk).Subject(s): Statistics | Stochastic processes | Stochastic processes | Mathematics -- Probability & Statistics -- General | Probability & statistics | Mathematical statistics | Distribution (Probability theoryGenre/Form: Electronic books.DDC classification: 519.23 K143I
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.
| Item type | Current location | Collection | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Books
|
Central Library, IISER Bhopal
OPAC URL: http://webopac.iiserb.ac.in/ |
Reference | 519.23 K143I (Browse shelf) | 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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