More Books:

Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 273
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-05-09 - Publisher: Springer

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 273
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Springer

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Some Aspects of Brownian Motion
Language: en
Pages: 148
Authors: Marc Yor
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Brownian Motion and Stochastic Calculus
Language: en
Pages: 470
Authors: Ioannis Karatzas
Categories: Mathematics
Type: BOOK - Published: 2014-03-27 - Publisher: Springer

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Introduction to Stochastic Integration
Language: en
Pages: 276
Authors: K.L. Chung
Categories: Mathematics
Type: BOOK - Published: 2013-11-09 - Publisher: Springer Science & Business Media

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica
Brownian Motion
Language: en
Pages: 424
Authors: René L. Schilling
Categories: Mathematics
Type: BOOK - Published: 2014-06-18 - Publisher: Walter de Gruyter GmbH & Co KG

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes,
Stochastic Calculus
Language: en
Pages: 627
Authors: Paolo Baldi
Categories: Mathematics
Type: BOOK - Published: 2017-11-09 - Publisher: Springer

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to inc
Continuous Martingales and Brownian Motion
Language: en
Pages: 536
Authors: Daniel Revuz
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec t
Introduction to Stochastic Calculus
Language: en
Pages: 441
Authors: Rajeeva L. Karandikar
Categories: Mathematics
Type: BOOK - Published: 2018-06-01 - Publisher: Springer

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The f
Introduction to Stochastic Integration
Language: en
Pages: 276
Authors: Kai Lai Chung
Categories: Mathematics
Type: BOOK - Published: 2013-11-10 - Publisher: Birkhäuser

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica