Chapter

Chapter 6. Applications of Stochastic Integration to Brownian Motion

Published by

View more publications by Princeton University Press

To Publisher Page

Markov Processes from K. Itô's Perspective

This chapter is in the book Markov Processes from K. Itô's Perspective

You are currently not able to access this content.

You are currently not able to access this content.

Chapters in this book

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

https://doi.org/10.1515/9781400835577-007

Chapters in this book

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

Institutional Access

How does access work?

Downloaded on 30.9.2025 from https://www.degruyterbrill.com/document/doi/10.1515/9781400835577-007/html?lang=en