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  • © 1990

Stochastic Integrals

An Introduction

Part of the book series: Advanced Lectures in Mathematics (ALM)

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Table of contents (12 chapters)

  1. Front Matter

    Pages i-ix
  2. Warming Up

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 1-27
  3. Processes and Filtrations

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 28-41
  4. Martingales

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 42-59
  5. Localization and Approximation

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 60-75
  6. The Stochastic Integral

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 76-110
  7. Predictability

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 111-148
  8. Semimartingales and Stochastic Differentials

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 149-178
  9. Ito-Calculus

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 179-202
  10. The Special Role of Brownian Motion

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 203-243
  11. Change of Measures

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 244-261
  12. Stochastic Differential Equations

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 262-281
  13. Towards Diffusions

    • Heinrich von Weizsäcker, Gerhard Winkler
    Pages 282-321
  14. Back Matter

    Pages 322-334

Bibliographic Information

Buy it now

Buying options

eBook USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access