Introduction to stochastic calculus Rajeeva L. Karandikar, B. V. Rao.
Series: Indian Statistical Institute SeriesPublication details: New Delhi: Hindustan Book Agency, 2018.Description: xiii, 441 pISBN:- 9789386279729 (hbk)
- 519.23 K143I 23
- QA274
Item type | Current library | Collection | Call number | Status | Notes | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
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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