TY - BOOK AU - Karandikar,R.L. AU - Rao,B.V. TI - Introduction to stochastic calculus T2 - Indian Statistical Institute series, SN - 9789386279729 (hbk) AV - QA274 U1 - 519.23 K143I 23 PY - 2018/// CY - New Delhi PB - Hindustan Book Agency KW - Statistics KW - Stochastic processes KW - fast KW - Mathematics KW - Probability & Statistics KW - General KW - bisacsh KW - Probability & statistics KW - bicssc KW - Mathematical statistics KW - Distribution (Probability theory KW - Electronic books N1 - Includes bibliographical references and index; Discrete Parameter Martingales -- Continuous Time Processes -- The Ito Integral -- Stochastic Integration -- Semimartingales -- Pathwise Formula for the Stochastic Integral -- Continuous Semimartingales -- Predictable Increasing Processes -- The Davis Inequality -- Integral Representation of Martingales -- Dominating Process of a Semimartingale -- SDE driven by r.c.l.l. Semimartingales -- Girsanov Theorem ER -