Indian Statistical Institute Series - Introduction to Stochastic Calculus
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Published By Springer Singapore

9789811083174, 9789811083181

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Integration

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_4 ◽

2018 ◽

pp. 89-160

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Stochastic Integration

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SDE Driven by r.c.l.l. Semimartingales

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_12 ◽

2018 ◽

pp. 383-410

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

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Integral Representation of Martingales

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_10 ◽

2018 ◽

pp. 321-360

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Integral Representation

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Discrete Parameter Martingales

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_1 ◽

2018 ◽

pp. 1-33

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Discrete Parameter

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The Davis Inequality

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_9 ◽

2018 ◽

pp. 303-320

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

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Predictable Increasing Processes

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_8 ◽

2018 ◽

pp. 251-302

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

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Semimartingales

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_5 ◽

2018 ◽

pp. 161-213

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

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Girsanov Theorem

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_13 ◽

2018 ◽

pp. 411-434

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Girsanov Theorem

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Pathwise Formula for the Stochastic Integral

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_6 ◽

2018 ◽

pp. 215-220

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Stochastic Integral

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The Ito’s Integral

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_3 ◽

2018 ◽

pp. 65-87

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Download Full-text

Indian Statistical Institute Series - Introduction to Stochastic CalculusLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Singapore

Stochastic Integration

SDE Driven by r.c.l.l. Semimartingales

Integral Representation of Martingales

Discrete Parameter Martingales

The Davis Inequality

Predictable Increasing Processes

Semimartingales

Girsanov Theorem

Pathwise Formula for the Stochastic Integral

The Ito’s Integral

Indian Statistical Institute Series - Introduction to Stochastic Calculus
Latest Publications