{"product_id":"martingales-and-stochastic-analysis-9789810224776","title":"Martingales And Stochastic Analysis","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePart 1 Stochastic processes: generated theta-algebras; stochastic processes; stopping times; convergence in Lp and uniform integrability. Part 2 Martingales: martingale, submartingale and supermartingale; fundamental submartingale inequalities; convergence of submartingales; uniformly integrable submartingales; regularity of sample functions of submartingales; increasing processes. Part 3 Stochastic integrals: L2-martingales and quadratic variation processes; stochastic integrals with respect to martingales; Ft-Brownian motions; local martingales and extensions of the stochastic integral; Ito's formula; Ito's stochastic calculus. Part 4 Stochastic differential equations: the space of continuous functions on R++; definition and function space representation of solutions; existence and uniqueness of solutions; strong solutions.","brand":"World Scientific Publishing Co Pte Ltd","offers":[{"title":"Default Title","offer_id":51047216087383,"sku":"9789810224776","price":94.05,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9789810224776.jpg?v=1750970709","url":"https:\/\/bookcurl.com\/products\/martingales-and-stochastic-analysis-9789810224776","provider":"Book Curl","version":"1.0","type":"link"}