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Martingales and Stochastic Integrals I
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Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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Martingales and Stochastic Integrals
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Type: BOOK - Published: 2008-11-20 - Publisher: Cambridge University Press

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This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the Fr
Martingales And Stochastic Analysis
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Type: BOOK - Published: 1995-12-08 - Publisher: World Scientific

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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
Introduction to Stochastic Integration
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Authors: Hui-Hsiung Kuo
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Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory
Introduction to Stochastic Calculus
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This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The f