Stochastic Integration Theory

ISBN: 9780199215256 出版年：2007 页码：629 Medvegyev, Peter Oxford University Press

1. Stochastic processes 2. Stochastic integration with locally square-integrable martingales 3. The structure of local martingales 4. General theory of stochastic integration 5. Some other theorems 6. Ito's formula 7. Processes with independent increments APPENDICES A. Results from measure theory B. Wiener processes C. Poisson processes