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Stochastic integrals [by] H. P. McKean, Jr.

By: McKean, Henry P. (Henry Pratt), 1930-.

Material type: Text

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TextSeries: Probability and mathematical statistics; a series of monographs and textbooks, 5.Publisher: New York, Academic Press, 1969Description: xiii, 140 p. 24 cm.Subject(s): Stochastic integrals | Brownian movementsDDC classification: 519/.1

List(s) this item appears in: 2017-08-25

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Title notes

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute General Stacks	519.22 McK (Browse shelf)	Available		10170

Total holds: 0

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Previous	519.22 BAL Stochastic integration by parts and functional ito calculus /	519.22 FRI A course on rough paths / with an introduction to regularity structures	519.22 KHO Analysis of stochastic partial differential equations /	519.22 McK Stochastic integrals	519.22 SHR Stochastic calculus for finance I The Binomial Asset pricing model	519.22 SHR Stochastic calculus for finance II Continuous-Time Models	519.22 ZHA Backward stochastic differential equations : from linear to fully nonlinear theory /	Next

Gifted by B V Rao.

Bibliography: p. 133-138.