**Author**: Paul-Andre Meyer

**Publisher:** Springer

**ISBN:** 9783540379683

**Category:** Mathematics

**Page:** 96

**View:** 911

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# Martingales and Stochastic Integrals I

# Quasi martingales and Stochastic Integrals

# Martingales and Stochastic Integrals

# Martingales and Stochastic Integrals I

# Martingales and stochastic integrals

# Conic Martingales from Stochastic Integrals

# Martingales and Stochastic Integrals in Option

# Martingales and Stochastic Analysis

# Nonlinear Filtering and Smoothing

# Brownian Motion Martingales and Stochastic Calculus

# Stochastic Integration and Differential Equations

# Introduction to Stochastic Calculus

# Introduction to Stochastic Integration

# Survey and Introduction to Modern Martingale Theory Stopping Times Semi Martingales and Stochastic Integration

# Stochastic Integrals

# Mathematics of Financial Markets

# Stochastic Integration Theory

# Stochastic Integration and Generalized Martingales

# Stochastic Integrals

# Stochastic Integrals for Nigh martingales

Mathematics

**Author**: Paul-Andre Meyer

**Publisher:** Springer

**ISBN:** 9783540379683

**Category:** Mathematics

**Page:** 96

**View:** 911

Integrals

**Author**: Donald LeRoy Fisk

**Publisher:**

**ISBN:** MSU:31293030565000

**Category:** Integrals

**Page:** 190

**View:** 730

Mathematics

*This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales.*

**Author**: P. E. Kopp

**Publisher:** Cambridge University Press

**ISBN:** 0521090334

**Category:** Mathematics

**Page:** 216

**View:** 408

Martingales (Mathematics)

**Author**: Milan N. Lukić

**Publisher:**

**ISBN:** OCLC:26175454

**Category:** Martingales (Mathematics)

**Page:** 124

**View:** 669

Mathematics

*This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.*

**Author**: James Yeh

**Publisher:** World Scientific

**ISBN:** 981022477X

**Category:** Mathematics

**Page:** 501

**View:** 362

Science

*Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications.*

**Author**: Venkatarama Krishnan

**Publisher:** Courier Corporation

**ISBN:** 9780486781839

**Category:** Science

**Page:** 336

**View:** 695

Mathematics

*This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.*

**Author**: Jean-François Le Gall

**Publisher:** Springer

**ISBN:** 9783319310893

**Category:** Mathematics

**Page:** 273

**View:** 535

Mathematics

*The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises.*

**Author**: Philip Protter

**Publisher:** Springer

**ISBN:** 9783662100615

**Category:** Mathematics

**Page:** 415

**View:** 144

Mathematics

*This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance.*

**Author**: Rajeeva L. Karandikar

**Publisher:** Springer

**ISBN:** 9789811083181

**Category:** Mathematics

**Page:** 441

**View:** 735

Mathematics

*The contents of this monograph approximate the lectures I gave In a graduate course at Stanford University in the first half of 1981.*

**Author**: Chung

**Publisher:** Springer Science & Business Media

**ISBN:** 9781475791747

**Category:** Mathematics

**Page:** 192

**View:** 569

*This document is primarily about the work of the Strasbourg group led by Meyer and Delacherie and the development of the modern theory or semi-martingales and stochastic integration.*

**Author**:

**Publisher:**

**ISBN:** OCLC:227691516

**Category:**

**Page:** 192

**View:** 261

Mathematics

*This text introduces at a moderate speed and in a thorough way the basic concepts of the theory of stochastic integrals and Ito calculus for sem i martingales.*

**Author**: Heinrich von Weizsäcker

**Publisher:** Vieweg+Teubner Verlag

**ISBN:** 3528063106

**Category:** Mathematics

**Page:** 332

**View:** 189

Mathematics

*This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets.*

**Author**: Robert J Elliott

**Publisher:** Springer Science & Business Media

**ISBN:** 9781475771466

**Category:** Mathematics

**Page:** 292

**View:** 861

Business & Economics

*This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing.*

**Author**: Peter Medvegyev

**Publisher:** Oxford University Press on Demand

**ISBN:** 9780199215256

**Category:** Business & Economics

**Page:** 608

**View:** 566

Integrals, Stochastic

**Author**: A. U. Kussmaul

**Publisher:** Pitman Publishing

**ISBN:** UOM:39015058607113

**Category:** Integrals, Stochastic

**Page:** 163

**View:** 162

Mathematics

*The text is suitable for economists, scientists, or researchers involved in probabilistic models and applied mathematics.*

**Author**: H. P. McKean

**Publisher:** Academic Press

**ISBN:** 9781483259239

**Category:** Mathematics

**Page:** 154

**View:** 739

Stochastic processes

*A stochastic integral is defined in which the integrand and the process with respect to which one integrates are stochastic, the process being supposed in a certain sense 'close' to being a martingale. (Author).*

**Author**: Laurence Chisholm Young

**Publisher:**

**ISBN:** OCLC:227583566

**Category:** Stochastic processes

**Page:** 23

**View:** 512