Introduction to stochastic integration

DOI10.1007/978-1-4614-9587-1zbMath1279.60002OpenAlexW4294309872MaRDI QIDQ384813

Ruth J. Williams, Kai Lai Chung

Publication date: 28 November 2013

Published in: Modern Birkhäuser Classics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-9587-1

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (11)

On conditional expectations in \(L^p(\mu ;L^q(\nu ;X))\) ⋮ A stochastic-statistical residential burglary model with independent Poisson clocks ⋮ On stochastic conservation laws and Malliavin calculus ⋮ Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations ⋮ On the Pathwise Solutions to the Camassa--Holm Equation with Multiplicative Noise ⋮ A Stochastic-Statistical Residential Burglary Model with Finite Size Effects ⋮ Stochastic nonlinear Fokker-Planck equations ⋮ A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time ⋮ A functional Itō-formula for Dawson-Watanabe superprocesses ⋮ A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies ⋮ A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion

This page was built for publication: Introduction to stochastic integration