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 for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(12533 views)
Book cover: Probability on Trees and NetworksProbability on Trees and Networks
by - Cambridge University Press
This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.
(4573 views)
Book cover: ProbabilityProbability
by - Trinity College
This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.
(5370 views)
Book cover: Continuous DistributionsContinuous Distributions
by - BookBoon
Contents: Some theoretical background; Exponential Distribution; The Normal Distribution; Central Limit Theorem; Maxwell distribution; Gamma distribution; Normal distribution and Gamma distribution; Convergence in distribution; 2 distribution; etc.
(8285 views)