Stochastic Integrals: An Introduction by Heinrich von Weizsacker
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Stochastic Integrals
Stochastic Integrals
Stochastic Integrals Summary
Table of Contents
1. Warming Up.- 2. Filtrations and Processes.- 3. Martingales.- 4. Localization and Approximation.- 5. The Stochastic Integral.- 6. Predictability.- 7. Semimartingales and Stochastic Differentials.- 8. Ito Calculus.- 9. The Special Role of Brownian Motion.- 10. Change of Measure.- 11. Stochastic Differential Equations.- 12. Towards Diffusions.- References.- Index of Common Notation.
Additional information
NLS9783528063108
9783528063108
3528063106
Stochastic Integrals: An Introduction by Heinrich von Weizsacker
New
Paperback
Springer Fachmedien Wiesbaden
1990-01-01
332
N/A
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