↓ Skip to main content
What is this page? Embed badge

Stochastic Calculus and Applications

Overview of attention for book
Cover of 'Stochastic Calculus and Applications'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Measure and Integral
  3. Altmetric Badge
    Chapter 2 Probabilities and Expectation
  4. Altmetric Badge
    Chapter 3 Filtrations, Stopping Times and Stochastic Processes
  5. Altmetric Badge
    Chapter 4 Martingales in Discrete Time
  6. Altmetric Badge
    Chapter 5 Martingales in Continuous Time
  7. Altmetric Badge
    Chapter 6 The Classification of Stopping Times
  8. Altmetric Badge
    Chapter 7 The Progressive, Optional and Predictable σ -Algebras
  9. Altmetric Badge
    Chapter 8 Processes of Finite Variation
  10. Altmetric Badge
    Chapter 9 The Doob–Meyer Decomposition
  11. Altmetric Badge
    Chapter 10 The Structure of Square Integrable Martingales
  12. Altmetric Badge
    Chapter 11 Quadratic Variation and Semimartingales
  13. Altmetric Badge
    Chapter 12 The Stochastic Integral
  14. Altmetric Badge
    Chapter 13 Random Measures
  15. Altmetric Badge
    Chapter 14 Itô’s Differential Rule
  16. Altmetric Badge
    Chapter 15 The Exponential Formula and Girsanov’s Theorem
  17. Altmetric Badge
    Chapter 16 Lipschitz Stochastic Differential Equations
  18. Altmetric Badge
    Chapter 17 Markov Properties of SDEs
  19. Altmetric Badge
    Chapter 18 Weak Solutions of SDEs
  20. Altmetric Badge
    Chapter 19 Backward Stochastic Differential Equations
  21. Altmetric Badge
    Chapter 20 Control of a Single Jump
  22. Altmetric Badge
    Chapter 21 Optimal Control of Drifts and Jump Rates
  23. Altmetric Badge
    Chapter 22 Filtering
Attention for Chapter 11: Quadratic Variation and Semimartingales
Altmetric Badge

Citations

dimensions_citation
159 Dimensions

Readers on

mendeley
1 Mendeley
Summary Dimensions citations
So far, Dimensions has found 159 publications that cite this research output.

159

The most recent citing publications are shown below. View all 159 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.