Introduction to stochastic calculus / TRIM 76 Rajeeva L. Karandikar, B. V. Rao.
By: Karandikar, R. L. (Rajeeva L.) [author.].
Contributor(s): Rao, B. V [author.].
Material type: TextSeries: Indian Statistical Institute Series: Publisher: New Delhi : Hindustan Book Agency. c2018Description: xi, 441 pages. 25 cms.Content type: text Media type: computer Carrier type: online resourceISBN: 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: 519.2/3Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
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Book | Chennai Mathematical Institute General Stacks | 519.23 KAR (Browse shelf) | Available | 10597 |
Gifted by NBHM.
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.
Online resource; title from PDF title page (SpringerLink, viewed June 5, 2018).