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: Lectures on Integrable ProbabilityLectures on Integrable Probability
by - arXiv
Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
(3302 views)
Book cover: Lectures on Elementary ProbabilityLectures on Elementary Probability
by - University of Arizona
From the table of contents: Combinatorics; Probability Axioms; Discrete Random Variables; The Bernoulli Process; Continuous Random Variables; The Poisson Process; The weak law of large numbers; The central limit theorem; Estimation.
(4572 views)
Book cover: Recent Progress on the Random Conductance ModelRecent Progress on the Random Conductance Model
by - arXiv
Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.
(4737 views)
Book cover: Radically Elementary Probability TheoryRadically Elementary Probability Theory
by - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
(12249 views)