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 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 ...
(1291 views)
Book cover: Introduction to ProbabilityIntroduction to Probability
by - University of Utah
This is a first course in undergraduate probability. It covers standard material such as combinatorial problems, random variables, distributions, independence, conditional probability, expected value and moments, law of large numbers, etc.
(7812 views)
Book cover: Probability, Random Processes, and Ergodic PropertiesProbability, Random Processes, and Ergodic Properties
by - Springer
A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.
(9908 views)
Book cover: Random Graphs and Complex NetworksRandom Graphs and Complex Networks
by - Eindhoven University of Technology
These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. We have included many of the preliminaries, such as convergence of random variables, etc.
(6454 views)