{"product_id":"stochastic-calculus-and-applications-samuel-n-cohen-9781493936816","title":"Stochastic Calculus and Applications","description":"\u003cp\u003ePart I: Measure Theoretic Probability.- Measure Integral.- Probabilities and Expectation.- Part II: Stochastic Processes.- Filtrations, Stopping Times and Stochastic Processes.- Martingales in Discrete Time.- Martingales in Continuous Time.- The Classification of Stopping Times.- The Progressive, Optional and Predicable -Algebras.- Part III: Stochastic Integration.- Processes of Finite Variation.- The Doob-Meyer Decomposition.- The Structure of Square Integrable Martingales.- Quadratic Variation and Semimartingales.- The Stochastic Integral.- Random Measures.- Part IV: Stochastic Differential Equations.- Ito's Differential Rule.- The Exponential Formula and Girsanov's Theorem.- Lipschitz Stochastic Differential Equations.- Markov Properties of SDEs.- Weak Solutions of SDEs.- Backward Stochastic Differential Equations.- Part V: Applications.- Control of a Single Jump.- Optimal Control of Drifts and Jump Rates.- Filtering. Part VI: Appendices.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Samuel N. Cohen, Robert J. Elliott\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1493936816\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781493936816\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Birkhauser\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/19\/2015\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 666\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 1.39d","brand":"Samuel N. Cohen","offers":[{"title":"Paperback","offer_id":43936286998783,"sku":"9781493936816","price":64.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_45fc4cea-eabc-4d8f-a1f8-c64d70f2f741.jpg?v=1681424679","url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-calculus-and-applications-samuel-n-cohen-9781493936816","provider":"WR Book House","version":"1.0","type":"link"}