Introduction to stochastic integration View on Open Library

Introduction to stochastic integration

by Kai Lai Chung

No reviews yet
First published: 1983 1 language ISBN: 3764331178
Subjects
Stochastic integrals Martingales (Mathematics) Martingales (Mathematiques) Integrales stochastiques Stochastisches Integral Integrale stochastique Mouvement brownien Martingal Formule Ito Variation quadratique

Reviews

Log in or sign up to write a review.

No reviews yet. Be the first!

More by Kai Lai Chung

A Course in Probability Theory

A Course in Probability Theory

Seminar on Stochastic Processes, 1987

Seminar on Stochastic Processes, 1987

Introduction to random time and quantum randomness

Introduction to random time and quantum ...

Elementary probability theory with stochastic processes

Elementary probability theory with stoch...

Chance & Choice

Chance & Choice

Markov processes, Brownian motion, and time symmetry

Markov processes, Brownian motion, and t...

You Might Also Like

More in Stochastic integrals
Control and Dynamic Systems

Control and Dynamic Systems

Cornelius T. Leondes
Lévy processes and stochastic calculus

Lévy processes and stochastic calculus

David Applebaum
Stochastic equations in infinite dimensions

Stochastic equations in infinite dimensi...

Giuseppe Da Prato
Quantum many-particle systems

Quantum many-particle systems

John W. Negele
Feynman-Kac-type theorems and Gibbs measures on path space

Feynman-Kac-type theorems and Gibbs meas...

József Lörinczi
Continuous martingales and Brownian motion

Continuous martingales and Brownian moti...

D. Revuz