Web-OPAC, IISER Bhopal

Your cart is empty.
Date and Time
Normal view MARC view ISBD view

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.
Tags from this library: No tags from this library for this title. Add tag(s)
Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Status Notes Date due Barcode
Books Books Central Library, IISER Bhopal

 

OPAC URL: http://webopac.iiserb.ac.in/

Reference Section 		Reference 519.23 K143I (Browse shelf) Not For Loan Reserve G0503
Browsing Central Library, IISER Bhopal Shelves , Shelving location: Reference Section , Collection code: Reference Close shelf browser
519.2 St89M Mathematics of probability 519.2 W168K Knowing the odds : 519.23 AR65R Random dynamical systems 519.23 K143I Introduction to stochastic calculus 519.233 P191L Labelled Markov processes 519.24 F495E Extreme values in finance, telecommunications, and the environment 519.28 R141L Lectures on insurance models

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.

There are no comments for this item.

Log in to your account to post a comment.

Click on an image to view it in the image viewer



Contact for Queries: skpathak@iiserb.ac.in

Powered by Koha