Details for: Leon J. Theory of Stochastic Integrals 2025

Leon J. Theory of Stochastic Integrals 2025

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13.46 MiB (14111198 Bytes)

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Textbook in PDF format Theory of Stochastic Integrals 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

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1. Leon J. Theory of Stochastic Integrals 2025.pdf13.46 MiB