Introduction to stochastic calculus. (2018)

• Record Type: Book
• Further Information: Note: Rajeeva L. Karandikar, B. V. Rao.
• Authors: Karandikar, R. L (Rajeeva L.), 1956-; Rao, B. V
• 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.
• Publisher Details: Singapore : Springer
• Publication Date: 2018
• Extent: 1 online resource (xiii, 441 pages)
• Subjects: 519.2/3; Statistics; Stochastic processes; Stochastic processes; Mathematics -- Probability & Statistics -- General; Probability & statistics; Mathematical statistics; Distribution (Probability theory); Electronic books
• Languages: English
• ISBNs: 9789811083181; 9811083185
• Related ISBNs: 9789811083174
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 5, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.