03052cam a2200553 i 4500 9781003484912 FlBoTFG 20251030122253.0 m o d cr cnu|||unuuu 250218s2025 flu go 000 0 eng d OCoLC-P eng rda pn OCoLC-P 9781003484912 (electronic bk.) 1003484913 (electronic bk.) 9781032778105 9781032778129 9781040322970 (electronic bk. : PDF) 1040322972 (electronic bk. : PDF) 9781040323014 (electronic bk. : EPUB) 1040323014 (electronic bk. : EPUB) 10.1201/9781003484912 doi (OCoLC)1500087337 (OCoLC-P)1500087337 QA274.22 MAT 029040 bisacsh MAT 005000 bisacsh MAT 034000 bisacsh PBWL bicssc León, Jorge A., author. https://id.oclc.org/worldcat/entity/E39PCjvYTbd4TxcFgv64b7tYfq 95072 Theory of Stochastic Integrals / Jorge A. León. First edition. Boca Raton : CRC Press, Taylor & Francis Group, 2025. 1 online resource (xiv, 472 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier “A Chapman & Hall Book.” 1. Basic Tool and Concepts. 2. Riemann-Stieltjes integral. 3. Classical Stochastic Integration. 4. Divergence Operator. 5. Forward Integration. 6. Stratonovich Integration. 7. Stochastic Differential Equations. 8. Appendix. In applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations. Theory of Stochastic Integrals aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process. Features Self-contained treatment of the topic Suitable as a teaching or research tool for those interested in stochastic analysis and its applications Includes original results. OCLC-licensed vendor bibliographic record. Stochastic integrals. 95073 MATHEMATICS / Calculus bisacsh 94263 MATHEMATICS / Mathematical Analysis bisacsh 92712 Taylor & Francis https://www.taylorfrancis.com/books/9781003484912 OCLC metadata license agreement http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf E-Books 67964 67964