Theory of Stochastic Integrals
Jorge A León
Gebundenes Buch

Theory of Stochastic Integrals

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Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Itô theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.