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Introduction to stochastic calculus

by Karandikar, R. L; Rao, B. V.
Material type: materialTypeLabelBookSeries: 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.
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Books Books Central Library, IISER Bhopal

 

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Reference Section
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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