Introduction to Stochastic Integration
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Preliminaries
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Altmetric BadgeChapter 2 Definition of the Stochastic Integral
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Altmetric BadgeChapter 3 Extension of the Predictable Integrands
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Altmetric BadgeChapter 4 Quadratic Variation Process
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Altmetric BadgeChapter 5 The Ito Formula
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Altmetric BadgeChapter 6 Applications of the Ito Formula
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Altmetric BadgeChapter 7 Local Time and Tanaka’s Formula
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Altmetric BadgeChapter 8 Reflected Brownian Motions
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Altmetric BadgeChapter 9 Generalized Ito Formula, Change of Time and Measure
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Altmetric BadgeChapter 10 Stochastic Differential Equations
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Citations
- dimensions_citation
- 201 Dimensions
