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Introduction to stochastic calculus / Rajeeva L. Karandikar, B. V. Rao.

Karandikar, R. L. (Rajeeva L.), 1956- author.; Rao, B. V., author.
2018
QA274
Available Online
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Title
Introduction to stochastic calculus / Rajeeva L. Karandikar, B. V. Rao.
Author
Karandikar, R. L. (Rajeeva L.), 1956- author.
ISBN
9789811083181 (electronic book)
9811083185 (electronic book)
9789811083174
DOI
https://doi.org/10.1007/978-981-10-8318-1
Published
Singapore : Springer, 2018.
Language
English
Description
1 online resource (xiii, 441 pages).
Item Number
10.1007/978-981-10-8318-1 doi
Call Number
QA274
Dewey Decimal Classification
519.2/3
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed June 5, 2018).
Added Author
Rao, B. V., author.
Series
Indian Statistical Institute Series.
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Online Access
Record Appears in
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All Resources
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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