Introduction to stochastic calculus

DOI10.1007/978-981-10-8318-1MaRDI QIDQ5895036zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

martingalesGirsanov theoremsemimartingalesstochastic integralsIto's formulapathwise stochastic integralpathwise stochastic differential equation

Mathematics Subject Classification ID

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)

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

Cited in

(12)

• Stochastic calculus. An introduction through theory and exercises
• Rajeeva Laxman Karandikar: an appreciation
• Stochastic integrals and two filtrations
• A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
• scientific article; zbMATH DE number 2199827 (Why is no real title available?)
• scientific article; zbMATH DE number 4022294 (Why is no real title available?)
• scientific article; zbMATH DE number 5554638 (Why is no real title available?)
• Stochastic integration with respect to cylindrical semimartingales
• Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces
• Semimartingale theory and stochastic calculus
• Stochastic integration theory.
• Probability theory II. Stochastic calculus. Translated from the Italian

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)