{"product_id":"theory-of-stochastic-integrals-paperback","title":"Theory of Stochastic Integrals - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eJorge A. León\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\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 \u003cli\u003eSelf-contained treatment of the topic\u003c\/li\u003e \u003cli\u003eSuitable as a teaching or research tool for those interested in stochastic analysis and its applications\u003c\/li\u003e \u003cli\u003eIncludes original results.\u003c\/li\u003e \u003c\/ul\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eJorge A. León \u003c\/b\u003estudied the PhD in equivalence of solutions to stochastic evolution equations at the Department of Mathematics of Cinvestav-IPN, Mexico. He has carried out joint research work with internationally recognized researchers. He has mainly contributed to the development of stochastic calculus and integration, and their applications to stochastic differential equations with different interpretations of stochastic integral. He has co-organized several conferences on stochastic analysis among which we can mention the Latin American Congress of Probability and Mathematical Statistics (CLAPEM), the joint meeting between USA and Mexico, Bernoulli-IMSWorld Congress, Symposium on Probability and Mathematics Statistics, which was the most important meeting in probability at Mexico, etc. He has taught at Cinvestav-IPN for 35 years.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 472\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.98 x 10 x 7 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e March 14, 2025\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":67597943406866,"sku":"9781032778129","price":187.9,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0941\/2211\/5346\/files\/KJxc8K-xQF9781032778129.webp?v=1791186689","url":"https:\/\/ckbookstore.net\/products\/theory-of-stochastic-integrals-paperback","provider":"CK BOOKSTORE","version":"1.0","type":"link"}