Theory of Stochastic Integrals

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Free Download Theory of Stochastic Integrals
English | 2025 | ISBN: 1032778121 | 472 Pages | PDF EPUB (True) | 15 MB
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.

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