León, Jorge A. creator author. text flu 2025 First edition. monographic eng 1 online resource (xiv, 472 pages). 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. 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. general Jorge A. León. “A Chapman & Hall Book.” Stochastic integrals MATHEMATICS / Calculus MATHEMATICS / Mathematical Analysis QA274.22 9781003484912 1003484913 9781040322970 1040322972 9781040323014 1040323014 https://www.taylorfrancis.com/books/9781003484912 http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf https://www.taylorfrancis.com/books/9781003484912 http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf OCoLC-P 250218 20251030122253.0 9781003484912 eng