000 | 02067aam a22004811i 4500 | ||
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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 |