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1.
Grossissements de filtrations: exemples et applications/ Séminaire de calcul stochastique 1982/83, Université Paris VI ; édité par Th. Jeulin et M. Yor. by
  • Jeulin, Th, 1949-
  • Yor, Marc
Series: Lecture notes in mathematics (Springer-Verlag) ; 1118.
Language: French Summary language: English
Publication details: Berlin ; New York: Springer-Verlag, c1985
Availability: Items available for loan: Castorina (1).

2.
Stochastic integration with jumps/ Klaus Bichteler. by
  • Bichteler, Klaus
Series: Encyclopedia of mathematics and its applications ; 89
Publication details: Cambridge, UK; New York: Cambridge University Press, 2002
Availability: Items available for loan: Castorina (1)Call number: 519.2 B583s 2002 IMPA.

3.
Introduction to stochastic integration/ K. L. Chung, R. J. Williams. by
  • Chung, Kai Lai, 1917-
  • Williams, R. J. (Ruth J.), 1955-
Series: Probability and its applications
Edition: 2nd ed.
Publication details: Boston: Birkhäuser, c1990
Availability: Items available for loan: Castorina (1)Call number: 519.2 C559i 1990 IMPA.

4.
Introduction to stochastic integration/ K.L. Chung, R.J. Williams. by
  • Chung, Kai Lai, 1917-
  • Williams, R. J. (Ruth J.), 1955-
Series: Progress in probability and statistics ; no. 4.
Publication details: Boston: Birkhäuser, 1983
Availability: Items available for loan: Castorina (1)Call number: 519.2 C559i 1983 IMPA.

5.
The multiple stochastic integral/ David Douglas Engel. by
  • Engel, David D. (David Douglas), 1954-
Series: Memoirs of the American Mathematical Society ; no. 265.
Publication details: Providence, R.I.: American Mathematical Society, 1982
Availability: Items available for loan: Castorina (1).

6.
Censoring and stochastic integrals/ R. D. Gill. by
  • Gill, R. D
Series: Mathematical Centre tracts ; 124.
Publication details: Amsterdam ; Mathematisch Centrum, 1980
Availability: Items available for loan: Castorina (1)Call number: 519.2 G475c 1980 IMPA.

7.
Integral transformations and anticipative calculus for fractional Brownian motions/ Yaozhong Hu. by
  • Hu, Yao-Zhong
Series: Memoirs of the American Mathematical Society ; no. 825
Publication details: Providence, R.I.: American Mathematical Society, 2005
Availability: Items available for loan: Castorina (1).

8.
Martingales and stochastic integrals/ P. E. Kopp. by
  • Kopp, P. E, 1944-
Publication details: Cambridge, UK New York: Cambridge University Press, 1984
Availability: Items available for loan: Castorina (1)Call number: 519.236 K83m 1984 IMPA.

9.
Introduction to stochastic integration/ Hui-Hsiung Kuo. by
  • Kuo, Hui-Hsiung, 1941-
Publication details: New York: Springer Science+Business Media, c2006
Availability: Items available for loan: Castorina (1)Call number: 519.2 K96i 2006 IMPA.

10.
Stochastic integration and generalized martingales/ A. U. Kussmaul. by
  • Kussmaul, A. U, 1947-
Series: Pitman Research Notes in Mathematics Series ; 11.
Publication details: London San Francisco: Pitman, c1977
Availability: Items available for loan: Castorina (1)Call number: 519.2 K97s 1977 IMPA.

11.
Martingales et intégration stochastique/ G. Letta. by
  • Letta, G
Series: Pubblicazioni della Classe di scienze. Quaderni
Publication details: Pisa: Scuola Normale Superiore, 1984
Availability: Items available for loan: Castorina (1)Call number: 519.287 L651m 1984 IMPA.

12.
Continuous time Markov processes: an introduction/ Thomas M. Liggett. by
  • Liggett, Thomas M. (Thomas Milton), 1944-
Series: Graduate studies in mathematics ; v. 113.
Publication details: Providence, R.I.: American Mathematical Society, c2010
Availability: Items available for loan: Castorina (1)Call number: 519.233 L723c 2010 IMPA.

13.
Stochastic integration/ Michel Métivier, J. Pellaumail. by
  • Métivier, Michel, 1931-
  • Pellaumail, Jean [joint author.]
Series: Probability and mathematical statistics
Publication details: New York: Academic Press, 1980
Availability: Items available for loan: Castorina (1)Call number: 519.2 1980 M592s IMPA.

14.
Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration/ Michel Métivier. by
  • Métivier, Michel, 1931-
Series: Lecture notes in mathematics (Springer-Verlag) ; 607.
Publication details: Berlin: Heidelberg: New York: Springer, 1977
Availability: Items available for loan: Castorina (1).

15.
Multiple Wiener-Itô integrals: with applications to limit theorems/ Péter Major. by
  • Major, Péter, 1947-
Series: Lecture notes in mathematics (Springer-Verlag) ; 849.
Publication details: Berlin ; New York: Springer-Verlag, 1981
Availability: Items available for loan: Castorina (1).

16.
Multiple Wiener-Itô integrals: with applications to limit theorems/ Péter Major. by
  • Major, Péter, 1947-
Series: Lecture notes in mathematics (Springer-Verlag) ; 849.
Edition: 2nd ed.
Publication details: Cham [Switzerland]: Springer, c2014
Availability: Items available for loan: Castorina (1).

17.
Stochastic integration in Banach spaces: theory and applications/ Vidyadhar Mandrekar, Barbara Rudiger. by
  • Mandrekar, Vidyadhar, 1939
  • Rüdiger, Barbara (Mathematician) [author.]
Series: Probability theory and stochastic modelling ; v. 73.
Publisher: Cham: Springer, [2015]
Availability: Items available for loan: Castorina (1)Call number: 519.2 M273s 2015 IMPA.

18.
Stochastic integrals/ H. P. McKean, Jr. by
  • McKean, Henry P
Series: Probability and mathematical statistics ; 5.
Publication details: New York: Academic Press, 1969
Availability: Items available for loan: Castorina (1)Call number: 519.2 M478s 1969 IMPA.

19.
Stochastic calculus and stochastic models/ E. J. McShane. by
  • McShane, E. J. (Edward James), 1904-
Series: Probability and mathematical statistics ; 25.
Publication details: New York: Academic Press, 1974
Availability: Items available for loan: Castorina (1)Call number: 519.2 M478s 1974 IMPA.

20.
Stochastic integration theory/ Péter Medvegyev. by
  • Medvegyev, Péter
Series: Oxford graduate texts in mathematics ; 14
Publication details: New York: Oxford; Oxford University Press, 2007
Online access:
Availability: Items available for loan: Castorina (1)Call number: 519.22 M493s 2007 IMPA.

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