harangue 发表于 2025-3-23 13:38:24

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烧瓶 发表于 2025-3-23 17:38:53

Indian Statistical Institute Serieshttp://image.papertrans.cn/i/image/474223.jpg

细颈瓶 发表于 2025-3-23 18:53:33

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COMA 发表于 2025-3-24 01:55:56

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外星人 发表于 2025-3-24 05:08:17

,The Ito’s Integral,We begin this chapter with the quadratic variation and Levy’s characterization of the Brownian motion. Later, we will outline the basic development of the Ito’s Integral w.r.t. Brownian motion. We also discuss existence and uniqueness of solutions to the classical stochastic differential equations driven by Brownian motion.

BULLY 发表于 2025-3-24 08:26:09

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飞行员 发表于 2025-3-24 12:00:01

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冬眠 发表于 2025-3-24 18:54:00

Dominating Process of a Semimartingale,In Chap. ., we saw that using random time change, any continuous semimartingale can be transformed into a amenable semimartingale, and then one can have a growth estimate on the stochastic integral similar to the one satisfied by integrals w.r.t. Brownian motion.

infarct 发表于 2025-3-24 19:01:50

SDE Driven by r.c.l.l. Semimartingales,In this chapter, we will consider stochastic differential equations as in Sect. . where the driving semimartingale need not be continuous.

谎言 发表于 2025-3-25 02:03:37

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查看完整版本: Titlebook: Introduction to Stochastic Calculus; Rajeeva L. Karandikar,B. V. Rao Textbook 2018 Springer Nature Singapore Pte Ltd. 2018 Stochastic Calc