Chapter 6. Applications of Stochastic Integration to Brownian Motion

Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Preface xi
4. Chapter 1. Finite State Space, a Trial Run 1
5. Chapter 2. Moving to Euclidean Space, the Real Thing 35
6. Chapter 3. Itô's Approach in the Euclidean Setting 73
7. Chapter 4. Further Considerations 111
8. Chapter 5. Itô's Theory of Stochastic Integration 125
9. Chapter 6. Applications of Stochastic Integration to Brownian Motion 151
10. Chapter 7. The Kunita-Watanabe Extension 189
11. Chapter 8. Stratonovich's Theory 221
12. Notation 260
13. References 263
14. Index 265