PDF⋙ Nonlinear Stochastic Integrators, Equations and Flows (Stochastics Monographs) by Rene Carmona, David Nualart
Nonlinear Stochastic Integrators, Equations and Flows (Stochastics Monographs) by Rene Carmona, David Nualart
Nonlinear Stochastic Integrators, Equations and Flows (Stochastics Monographs) by Rene Carmona, David Nualart PDF, ePub eBook D0wnl0ad
This monograph aims to present and develop a general theory of stochastic integration where the integral is a non-linear function of the integrand. A discussion of the theory and corresponding stochastic calculus is given, providing a generalization of the works of Sznitman on L2-martingales, Le Jan and Watanabe on smooth martingales and Futjiwara and Kunita on the integral with respect to Levy processes.From reader reviews:
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