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1
by Baldi, Paolo
Published 2017
Springer International Publishing
Table of Contents: “... probability -- 5 Martingales -- 6 Markov Processes -- 7 The stochastic integral -- 8 Stochastic calculus -- 9...”
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3
by Herzberg, Frederik S.
Published 2013
Springer Berlin Heidelberg
“... of infinitesimals and thus permits a radically simplified, yet perfectly rigorous approach to stochastic calculus...”
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4
by Emery, Michel
Published 1989
Springer Berlin Heidelberg
Table of Contents: “... short presentation of stochastic calculus...”
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5
by Ishikawa, Yasushi
Published 2014
Walter de Gruyter GmbH
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6
by Cohen, Samuel N., Elliott, Robert J.
Published 2015
Springer New York
“... exposition of stochastic calculus and applications fills an existing gap in the literature. The book can...”
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7
by Ogawa, Shigeyoshi
Published 2017
Springer Japan
“...This book presents an elementary introduction to the theory of noncausal stochastic calculus...”
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8
by Karandikar, Rajeeva L., Rao, B. V.
Published 2018
Springer Nature Singapore
“...This book sheds new light on stochastic calculus, the branch of mathematics that is most widely...”
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9
by Capiński, Marek, Kopp, P. E., Traple, Janusz
Published 2012
Cambridge University Press
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10
by Ishikawa, Yasushi
Published 2023
De Gruyter
“...This book is a concise introduction to the stochastic calculus of variations for processes...”
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11
by Applebaum, David
Published 2009
Cambridge University Press
“...Lévy Processes & Stochastic Calculus...”
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12
by Sondermann, Dieter
Published 2006
Springer Berlin Heidelberg
“...The large number of already available textbooks on stochastic calculus with specific applications...”
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13
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York
“.... In this context, the theory of stochastic integration and stochastic calculus is developed. The power...”
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14
by Parthasarathy, K.R.
Published 1992
Birkhäuser
“...An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics...”
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15
by Applebaum, David
Published 2004
Cambridge University Press
“...Lévy Processes & Stochastic Calculus...”
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16
by Parthasarathy, K.R.
Published 1992
Birkhäuser
“... An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject...”
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17
by Steele, J. Michael
Published 2001
Springer New York
“...This book is designed for students who want to develop professional skill in stochastic calculus...”
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18
by Stroock, Daniel W.
Published 2018
Springer International Publishing
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19
by Shreve, Steven
Published 2004
Springer New York
“...Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon...”
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20
by Russo, Francesco, Vallois, Pierre
Published 2022
Springer International Publishing
“...The book constitutes an introduction to stochastic calculus, stochastic differential equations...”