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Table of Contents
Preliminaries
Definition of the Stochastic Integral
Extension of the Predictable Integrands
Quadratic Variation Process
The Ito Formula
Applications of the Ito Formula
Local Time and Tanaka's Formula
Reflected Brownian Motions
Generalization Ito Formula, Change of Time and Measure
Stochastic Differential Equations.
Definition of the Stochastic Integral
Extension of the Predictable Integrands
Quadratic Variation Process
The Ito Formula
Applications of the Ito Formula
Local Time and Tanaka's Formula
Reflected Brownian Motions
Generalization Ito Formula, Change of Time and Measure
Stochastic Differential Equations.