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Introduction to Stochastic Calculus
Paperback
Series: Indian Statistical Institute
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ISBN13: 9789811341212
Publisher: Springer Nature
Published: Jan 10 2019
Pages: 441
Weight: 1.40
Height: 0.92 Width: 6.14 Depth: 9.21
Language: English
Demonstrates pathwise formulae for the stochastic integral
Uses the technique of random time change to study the solution of a stochastic differential equation
Studies the predictable increasing process to introduce predictable stopping times and prove the Doob Meyer decomposition theorem
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