{"product_id":"theory-of-stochastic-integrals-1","title":"Theory of Stochastic Integrals","description":"\u003cp\u003eIn applications of stochastic calculus, there are phenomena that cannot be analyzed through the classical Itô theory. It is necessary, therefore, to have a theory based on stochastic integration with respect to these situations.\u003c\/p\u003e\u003cp\u003e\u003cb\u003e\u003ci\u003eTheory of Stochastic Integrals\u003c\/i\u003e\u003c\/b\u003e aims to provide the answer to this problem by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales, such as Volterra Gaussian processes, or processes with bounded p-variation among which we can mention fractional Brownian motion and Riemann-Liouville fractional process.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFeatures\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eSelf-contained treatment of the topic\u003c\/li\u003e\n\u003cli\u003eSuitable as a teaching or research tool for those interested in stochastic analysis and its applications\u003c\/li\u003e\n\u003cli\u003eIncludes original results.\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Taylor \u0026 Francis Ltd","offers":[{"title":"Default Title","offer_id":54230099001688,"sku":"9781032778105","price":260.4,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781032778105_1630400b-c78b-450a-bbf1-6380454eb6dc.jpg?v=1780025432","url":"https:\/\/agendabookshop.com\/products\/theory-of-stochastic-integrals-1","provider":"Agenda Bookshop","version":"1.0","type":"link"}