Introduction to stochastic calculus
DOI10.1007/978-981-10-8318-1zbMATH Open1434.60003OpenAlexW4302048665MaRDI QIDQ5895036FDOQ5895036
Authors: Rajeeva L. Karandikar, B. V. Rao 
Publication date: 18 July 2018
Published in: Indian Statistical Institute Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-981-10-8318-1
Recommendations
- Introduction to stochastic calculus
- scientific article; zbMATH DE number 2199827
- scientific article; zbMATH DE number 1269547
- Stochastic calculus. An introduction through theory and exercises
- Introduction to stochastic analysis and Malliavin calculus
- scientific article; zbMATH DE number 5554638
- Introduction to stochastic analysis and Malliavin calculus
- Stochastic Calculus
- scientific article; zbMATH DE number 4022294
martingalesGirsanov theoremsemimartingalesstochastic integralsIto's formulapathwise stochastic integralpathwise stochastic differential equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Cited In (12)
- Semimartingale theory and stochastic calculus
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic calculus. An introduction through theory and exercises
- Stochastic integration theory.
- Probability theory II. Stochastic calculus. Translated from the Italian
- Title not available (Why is that?)
- Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces
- Rajeeva Laxman Karandikar: an appreciation
- Stochastic integrals and two filtrations
- A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
- Stochastic integration with respect to cylindrical semimartingales
This page was built for publication: Introduction to stochastic calculus
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5895036)
