TY  - BOOK
AU  - León,Jorge A.
TI  - Theory of Stochastic Integrals
SN  - 9781003484912
AV  - QA274.22 
PY  - 2025///
CY  - Boca Raton
PB  - CRC Press, Taylor & Francis Group
KW  - Stochastic integrals
KW  - MATHEMATICS / Calculus
KW  - bisacsh
KW  - MATHEMATICS / Mathematical Analysis
N1  - “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
N2  - 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
UR  - https://www.taylorfrancis.com/books/9781003484912
UR  - http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf
ER  -