Logo

Introduction to Stochastic Analysis

Small book cover: Introduction to Stochastic Analysis

Introduction to Stochastic Analysis
by

Publisher: Universitaet Bielefeld
Number of pages: 98

Description:
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

This document is no more available for free.

Similar books

Book cover: Probability TheoryProbability Theory
by - New York University
These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.
(14782 views)
Book cover: Probability: Theory and ExamplesProbability: Theory and Examples
by - Cambridge University Press
An introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It concentrates on the results that are the most useful for applications.
(9619 views)
Book cover: Probability and Theory of ErrorsProbability and Theory of Errors
by - J. Wiley & Sons
The theory of probability and the theory of errors now constitute a formidable body of knowledge of great mathematical interest and of great practical importance. Their range of applicability extends to all of the sciences ...
(1724 views)
Book cover: Probability Theory: The Logic of ScienceProbability Theory: The Logic of Science
by - Cambridge University Press
The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.
(11511 views)