000 02067aam a22004811i 4500
001 019084160
003 OSt
005 20190927150140.0
006 m || d |
007 cr |||||||||||
008 180605s2018 si ob 001 0 eng d
015 _aGBB8J2041
_2bnb
020 _z9789386279729 (hbk)
_q(print)
_a9789386279729 (hbk)
024 7 _a10.1007/978-981-10-8318-1
_2doi
037 _acom.springer.onix.9789811083181
_bSpringer Nature
040 _aGW5XE
_beng
_cIISER Bhopal
_erda
_epn
042 _aukblsr
050 4 _aQA274
082 0 4 _a519.23 K143I
_223
100 1 0 _aKarandikar, R. L.
_925383
222 _aNBHM-collection
222 _aMathematics-reference book collection
245 1 0 _aIntroduction to stochastic calculus
_cRajeeva L. Karandikar, B. V. Rao.
260 _aNew Delhi:
_bHindustan Book Agency,
_c2018.
300 _axiii, 441 p.
490 1 _aIndian Statistical Institute series,
_x2523-3114
504 _aIncludes bibliographical references and index.
505 0 _aDiscrete 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.
650 0 _aStatistics.
_925384
650 0 _aStochastic processes.
_925385
650 7 _aStochastic processes.
_2fast
_925385
650 7 _aMathematics
_xProbability & Statistics
_xGeneral.
_2bisacsh
_925386
650 7 _aProbability & statistics.
_2bicssc
_925387
650 0 _aMathematical statistics.
_925388
650 0 _aDistribution (Probability theory.
_925389
655 4 _aElectronic books.
_925390
700 1 _aRao, B. V.,
_925391
830 0 _aIndian Statistical Institute Series,
_925392
903 _aELD.DS.337737
942 _2ddc
_cBK
999 _c9006
_d9006