eBook - ePub

Theory of Stochastic Integrals

Name: Theory of Stochastic Integrals
ISBN: 9781040323014

Jorge A. León,

486 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Theory of Stochastic Integrals

Jorge A. León,

About this book

In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations.

Theory of Stochastic Integrals aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process.

Features

Self-contained treatment of the topic
Suitable as a teaching or research tool for those interested in stochastic analysis and its applications
Includes original results.

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Yes, you can access Theory of Stochastic Integrals by Jorge A. León in PDF and/or ePUB format, as well as other popular books in Mathematics & Calculus. We have over one million books available in our catalogue for you to explore.