LEADER 01226nam--2200373---450- 001 990000958680203316 005 20091123125952.0 035 $a0095868 035 $aUSA010095868 035 $a(ALEPH)000095868USA01 035 $a0095868 100 $a20020213d1982----km-y0itay0103----ba 101 $apor 102 $aPT 105 $a||||||||001yy 200 1 $aCativar$eportugues$etextos fichas de trabalho testes$esétimo ano de escolaridade$fJoao Augusto da Fonseca Guerra, José Augusto da Silva Vieira$gcom a colaboraçao de Salvato Trigo$eoitavo ano de escolaridade 210 $aPorto editora$d1982 215 $a221 p.$cill.$d23 cm 606 $aLetteratura portoghese$xAntologie 676 $a869.08 700 1$aFONSECA GUERRA,$bJoao Augusto : da$0552634 701 1$aSILVA VIEIRA,$bJosé Augusto : da$0552635 702 1$aTRIGO,$bSalvato 801 0$aIT$bsalbc$gISBD 912 $a990000958680203316 951 $aII.6.D.41$b5444 DSLL 959 $aBK 969 $aDSLL 979 $aANGELA$b90$c20020213$lUSA01$h1258 979 $c20020403$lUSA01$h1738 979 $aPATRY$b90$c20040406$lUSA01$h1706 979 $aDSLL$b90$c20091123$lUSA01$h1259 996 $aCativar$9973553 997 $aUNISA LEADER 03332nam 22005535 450 001 9910733724303321 005 20250316185606.0 010 $a9789811083181 010 $a9811083185 024 7 $a10.1007/978-981-10-8318-1 035 $a(CKB)3810000000358853 035 $a(DE-He213)978-981-10-8318-1 035 $a(MiAaPQ)EBC6311229 035 $a(PPN)229492509 035 $a(EXLCZ)993810000000358853 100 $a20180601d2018 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIntroduction to Stochastic Calculus /$fby Rajeeva L. Karandikar, B. V. Rao 205 $a1st ed. 2018. 210 1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2018. 215 $a1 online resource (XIII, 441 p.) 225 1 $aIndian Statistical Institute Series,$x2523-3122 311 08$a9789811083174 311 08$a9811083177 327 $aDiscrete Parameter Martingales -- Continuous Time Processes -- The Ito Integral -- Stochastic Integration -- Semimartingales -- Pathwise Formula for the Stochastic Integral -- Continuous Semimartingales -- Predictable Increasing Processes -- The Davis Inequality -- Integral Representation of Martingales -- Dominating Process of a Semimartingale -- SDE driven by r.c.l.l. Semimartingales -- Girsanov Theorem. 330 $aThis book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier?Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic. 410 0$aIndian Statistical Institute Series,$x2523-3122 606 $aStatistics 606 $aProbabilities 606 $aStatistical Theory and Methods 606 $aProbability Theory 615 0$aStatistics. 615 0$aProbabilities. 615 14$aStatistical Theory and Methods. 615 24$aProbability Theory. 676 $a519.2 700 $aKarandikar$b Rajeeva L$4aut$4http://id.loc.gov/vocabulary/relators/aut$055570 702 $aRao$b B. 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