Add to ORKGThis little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for suppleme
This book is among the first concise presentations of the set-valued stochastic integration theory a...
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
Henry P. McKean. Stochastic integrals Series: Probability and mathematical statistics; v. 5 This wel...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introd...
These notes provide a concise introduction to stochastic differential equations and their applicatio...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the ...
Abstract. This paper gives an elementary introduction to the development of the stochastic integral....
We trace Itô's early work in the 1940s, concerning stochastic integrals, stochastic differential equ...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
This book is among the first concise presentations of the set-valued stochastic integration theory a...
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
Henry P. McKean. Stochastic integrals Series: Probability and mathematical statistics; v. 5 This wel...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
Focusing on one of the major branches of probability theory, this book treats the large class of pro...
Le;vy processes form a wide and rich class of random process, and have many applications ranging fro...
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introd...
These notes provide a concise introduction to stochastic differential equations and their applicatio...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the ...
Abstract. This paper gives an elementary introduction to the development of the stochastic integral....
We trace Itô's early work in the 1940s, concerning stochastic integrals, stochastic differential equ...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
This book is among the first concise presentations of the set-valued stochastic integration theory a...
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...