Skip to main content
  • Conference proceedings
  • © 1981

Stochastic Integrals

Proceedings of the LMS Durham Symposium, July 7-17, 1980

Editors:

Part of the book series: Lecture Notes in Mathematics (LNM, volume 851)

Buying options

eBook USD 44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

This is a preview of subscription content, access via your institution.

Table of contents (21 papers)

  1. Front Matter

    Pages N2-IX
  2. “To begin at the beginning: …”

    • David Williams
    Pages 1-55
  3. Stochastic integrals: Basic theory

    • L. C. G. Rogers
    Pages 56-71
  4. Bessel processes and infinitely divisible laws

    • Jim Pitman, Marc Yor
    Pages 285-370
  5. The malliavin calculus and its applications

    • Daniel W. Stroock
    Pages 394-432
  6. Ito and girsanov formulae for two parameter processes

    • Ata Al-Hussaini, Robert J. Elliott
    Pages 464-469
  7. Dirichlet processes

    • H. Föllmer
    Pages 476-478

Keywords

  • Bessel process
  • Brownian motion
  • Dirichlet process
  • Integrals
  • Markov process
  • Martingale
  • Onsager-Machlup function
  • Stochastisches Integral
  • diffusion process
  • local martingale

Bibliographic Information

  • Book Title: Stochastic Integrals

  • Book Subtitle: Proceedings of the LMS Durham Symposium, July 7-17, 1980

  • Editors: David Williams

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0088719

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1981

  • Softcover ISBN: 978-3-540-10690-6Published: 01 April 1981

  • eBook ISBN: 978-3-540-38613-1Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XII, 544

  • Topics: Probability Theory

Buying options

eBook USD 44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions