Books on the topic 'Discretization of stochastic integrals'

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1

von Weizsäcker, Heinrich, and Gerhard Winkler. Stochastic Integrals. Wiesbaden: Vieweg+Teubner Verlag, 1990. http://dx.doi.org/10.1007/978-3-663-13923-2.

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2

Stochastic integrals. Providence, R.I: AMS Chelsea Pub., 2005.

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3

E, Protter Philip, and SpringerLink (Online service), eds. Discretization of Processes. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2012.

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4

Weizsäcker, Heinrich Von. Stochastic integrals: An introduction. Braunschweig: F. Vieweg, 1990.

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5

Instytut Matematyczny (Polska Akademia Nauk), ed. Bilinear random integrals. Warszawa: Państwowe Wydawn. Naukowe, 1987.

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6

Kisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40329-4.

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7

Bell, Denis. The Malliavin calculus. Harlow: Longman Scientific and Technical, 1987.

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8

Medvegyev, Peter. Stochastic integration theory. New York: Oxford University Press, 2007.

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9

Kuznet︠s︡ov, D. F. Strong approximation of multiple Ito and Stratonovich stochastic integrals: Multple Fourier series approach. Saint-Peterburg: Politechnical University Publishing House, 2011.

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10

Koning, A. J. Stochastic integrals and goodness-of-fit tests. Amsterdam, The Netherlands: Centrum voor Wiskunde en Informatica, 1993.

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11

Introduction to stochastic analysis, integrals, and differential equations. London: ISTE Ltd ; Hoboken, NJ : John Wiley, 2011.

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12

Kwapień, Stanisław, and Wojbor A. Woyczyński. Random Series and Stochastic Integrals: Single and Multiple. Boston, MA: Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0425-1.

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13

Kwapień, Stanisław. Random series and stochastic integrals: Single and multiple. Boston: Birkhäuser, 1992.

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14

Schäffler, Stefan. Global optimization using stochastic integration. Regensburg: S. Roderer, 1995.

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15

1953-, Breitung Karl Wilhelm, ed. Asymptotic approximations for probability integrals. Berlin: Springer-Verlag, 1994.

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16

Applebaum, David. Lévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.

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17

Applebaum, David. Lévy processes and stochastic calculus. 2nd ed. Cambridge: Cambridge University Press, 2009.

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18

Masujima, Michio. Path integral quantization and stochastic quantization. 2nd ed. Berlin: Springer, 2008.

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19

Path integral quantization and stochastic quantization. 2nd ed. Berlin: Springer, 2008.

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20

Norin, N. V. The extended stochastic integral in linear spaces with differentiable measures and related topics. Singapore: World Scientific, 1996.

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21

Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

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22

Liggett, Thomas M. Continuous time Markov processes: An introduction. Providence, R.I: American Mathematical Society, 2010.

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23

D, Elsworthy K., and Zambrini J. -C, eds. Stochastic analysis, path integration and dynamics: Emanations from "Summer stochastics", Warwick 1987. Harlow: Longman Scientific & Technical, 1989.

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24

Carmona, R. Nonlinear stochastic integrators, equations, and flows. New York: Gordon and Breach Science Publishers, 1990.

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25

Stochastic integration and differential equations: A new approach. 2nd ed. Berlin: Springer-Verlag, 1992.

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26

Introduction to stochastic integration. New York, NY: Springer Science+Business Media, 2006.

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27

Dinculeanu, N. Vector integration and stochastic integration in banach spaces. New York: Wiley, 2000.

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28

D, Elworthy K., and Zambrini Jean-Claude, eds. Stochastic analysis, path integration, and dynamics: Emanations from "Summer Stochastics", Warwick 1987. Harlow, Essex, England: Longman Scientific & Technical, 1989.

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29

1949-, Jeulin Th, and Yor Marc, eds. Grossissements de filtrations: Exemples et applications. Berlin: Springer-Verlag, 1985.

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30

Markov processes from K. Itô's perspective. Princeton, N.J: Princeton University Press, 2003.

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31

P, Demichev A., ed. Path integrals in physics. Bristol: Institute of Physics, 2001.

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32

Krishnan, Venkatarama. Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation. Mineola, NY: Dover Publications, Inc., 2005.

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33

Christian, Houdré, Pérez-Abreu Víctor, and Workshop on Multiple Wiener-Itô and Their Applications (1992 : Centro de Investigación en Matemáticas), eds. Chaos expansions, multiple Wiener-Itô integrals and their applications. Boca Raton, FL: CRC Press, 1994.

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34

Milstein, G. N. Numerical Integration of Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1995.

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35

Krishnan, Venkatarama. Nonlinear filtering and smoothing: An introduction to martingales, stochastic integrals, and estimation. Mineola, NY: Dover Publications, 2005.

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36

Michael, Evans. An algorithm for the approximation of integrals with exact error bounds. Toronto: University of Toronto, Dept. of Statistics, 1997.

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37

L, Woodruff David, ed. Network interdiction and stochastic integer programming. Boston: Kluwer Academic Publishers, 2003.

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38

Milʹshteĭn, G. N. Numerical integration of stochastic differential equations. Dordrecht: Kluwer Academic Publishers, 1995.

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39

Milʹshteĭn, G. N. Chislennoe integrirovanie stokhasticheskikh different͡s︡ialʹnykh uravneniĭ. Sverdlovsk: Izd-vo Uralʹskogo universiteta, 1988.

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40

Chung, Kai Lai. Introduction to stochastic integration. 2nd ed. Boston: Birkhäuser, 1990.

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41

McKean, H. P., E. Lukacs, and Z. W. Birnbaum. Stochastic Integrals. Elsevier Science & Technology Books, 2014.

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42

Discretization Of Processes. Springer-Verlag Berlin and Heidelberg GmbH &, 2013.

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43

Jacod, Jean, and Philip Protter. Discretization of Processes. Springer, 2011.

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44

Weizsäcker, Heinrich von. Stochastic Integrals: An Introduction. Vieweg Verlag, Friedr, & Sohn Verlagsgesellschaft mbH, 2013.

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45

Kopp, P. E. Martingales and Stochastic Integrals. Cambridge University Press, 2011.

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46

Kopp, P. E. Martingales and Stochastic Integrals. Cambridge University Press, 2008.

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47

Meyer, Paul-Andre. Martingales and Stochastic Integrals I. Springer London, Limited, 2006.

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48

Kisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Springer, 2020.

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49

Kisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Springer International Publishing AG, 2021.

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50

Pellaumail, J., Michel Metivier, E. Lukacs, and Z. W. Birnbaum. Stochastic Integration. Elsevier Science & Technology Books, 2014.

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