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Chapman and Hall/CRC Theory of Stochastic Integrals

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Description
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.

Product Specifications
Brand
Chapman and Hall/CRC
Format
hardcover
ASIN
1032778105
Category
Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain
Amazon UK
Release Date
14 March 2025
Listed Since
04 October 2024

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