Log in

Relevant bibliographies by topics / Itô calculus / Books

To see the other types of publications on this topic, follow the link: Itô calculus.

Books on the topic 'Itô calculus'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 books for your research on the topic 'Itô calculus.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Bally, Vlad, Lucia Caramellino, and Rama Cont. Stochastic Integration by Parts and Functional Itô Calculus. Edited by Frederic Utzet and Josep Vives. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27128-6.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Goldstein, Larry Joel. Calculus & its applications. Pearson Education, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Goldstein, Larry Joel. Calculus & its applications. Pearson Education, 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Goldstein, Larry Joel. Calculus and its applications. 5th ed. Prentice-Hall, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Goldstein, Larry Joel. Calculus and its applications. 7th ed. Prentice Hall, 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Goldstein, Larry Joel. Calculus and its applications. 9th ed. Prentice Hall, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Goldstein, Larry Joel. Calculus and its applications. 5th ed. Prentice Hall, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Goldstein, Larry Joel. Calculus and its applications. 8th ed. Prentice Hall, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Goldstein, Larry Joel. Calculus and its applications. 4th ed. Prentice-Hall, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Goldstein, Larry Joel. Calculus and its applications. 4th ed. Prentice-Hall International, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

Goldstein, Larry Joel. Calculus and its applications. 6th ed. Prentice-Hall International, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

Goldstein, Larry Joel. Calculus and its applications. 6th ed. Prentice Hall, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

13

Goldstein, Larry Joel. Calculus and its applications. 6th ed. Prentice Hall, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Joel, Goldstein Larry, ed. Calculus & its applications. Pearson Ediucation, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Goldstein, Larry Joel. Calculus & its applications. Pearson Education, 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Goldstein, Larry Joel. Calculus & its applications. Pearson Education, 2014.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

17

Beecher, Judith A. Calculus and its applications. 9th ed. Pearson Addison Wesley, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

Goldstein, Larry Joel. Brief calculus & its applications. Pearson Education, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Beecher, Judith A. Calculus and its applications. 8th ed. Pearson/Addison-Wesley, 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

20

Benice, Daniel D. Calculus and its applications. Houghton Mifflin, 1993.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Goldstein, Larry Joel. Brief calculus & its applications. Pearson Education, 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

22

Beecher, Judith A. Calculus and its applications. Pearson Addison Wesley, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

23

Beecher, Judith A. Calculus and its applications. 7th ed. Addison Wesley Longman, 2000.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

24

Joel, Goldstein Larry, ed. Brief calculus & its applications. Pearson, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

25

Benice, Daniel D. Brief calculus and its applications. 2nd ed. Houghton Mifflin, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

26

Goldstein, Larry Joel. Brief calculus and its applications. 7th ed. Prentice Hall, 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

27

Goldstein, Larry Joel. Brief calculus and its applications. 4th ed. Prentice-Hall, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

28

Goldstein, Larry Joel. Brief calculus and its applications. 8th ed. Prentice Hall, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

29

Goldstein, Larry Joel. Brief calculus and its applications. 9th ed. Prentice Hall, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

30

Goldstein, Larry Joel. Brief calculus and its applications. 5th ed. Prentice Hall, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

31

Goldstein, Larry Joel. Brief calculus and its applications. 5th ed. Prentice Hall, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

32

Matsumoto, Hiroyuki, and Setsuo Taniguchi. Stochastic Analysis: Itô and Malliavin Calculus in Tandem. Cambridge University Press, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

33

Stochastic Analysis: Itô and Malliavin Calculus in Tandem. Cambridge University Press, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

34

Matsumoto, Hiroyuki, and Setsuo Taniguchi. Stochastic Analysis: Itô and Malliavin Calculus in Tandem. Cambridge University Press, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

35

Cont, Rama, Josep Vives, Vlad Bally, Frederic Utzet, and Lucia Caramellino. Stochastic Integration by Parts and Functional Itô Calculus. Birkhäuser, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

36

Cont, Rama, Josep Vives, Vlad Bally, Frederic Utzet, and Lucia Caramellino. Stochastic Integration by Parts and Functional Itô Calculus. Birkhauser Verlag, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

37

Williams, David, and L. C. G. Rogers. Diffusions, Markov Processes and Martingales Vol. 2: Itô Calculus. Cambridge University Press, 2014.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

38

Peccati, Giovanni, and Matthias Reitzner. Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry. Springer London, Limited, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

39

Peccati, Giovanni, and Matthias Reitzner. Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry. Springer, 2018.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

40

Peccati, Giovanni, and Matthias Reitzner. Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry. Springer, 2016.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

41

Back, Kerry E. Brownian Motion and Stochastic Calculus. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0012.

Full text

Abstract:

Brownian motion and concepts of the Itôs calculus are explained, including total variation, quadratic variation, Levy’s characterization of Brownian motion, the Itô integral, the difference between martingales and local martingales, the martingale (predictable) representation theorem , Itô’s formula (Itô’s lemma), geometric Brownian motion, covariation (joint variation) processes, the relationship between variance and expected quadratic variation, the relationship between covariance and expected covariation, and rotations of Brownian motions.

APA, Harvard, Vancouver, ISO, and other styles

42

goldstein. Instructor's Resource Manual Calculas and Its Applications Brief Calculus and Its Applications. prentice hall, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

43

Asmar, Nakhlé H., David I. Schneider, Larry Joel Goldstein, and David C. Lay. Calculus & Its Applications. Pearson, 2017.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

44

Schneider, David I., Larry Joel Goldstein, and David C. Lay. Calculus & Its Applications & Visual Calculus. Prentice Hall, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

45

Schneider, David I., Larry Joel Goldstein, and David C. Lay. Calculus & Its Applications & Visual Calculus. Prentice Hall, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

46

Schneider, David I., Larry Joel Goldstein, and David C. Lay. Calculus and Its Applications, 10th Edition. Prentice Hall, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

47

Schneider, David I., Larry Joel Goldstein, and David C. Lay. Calculus and Its Applications, 10th Edition. Prentice Hall, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

48

Goldstein, Larry Joel. Calculus & Its Applications. Pearson, 2017.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

49

Goldstein, Larry Joel. Calculus & Its Applications. Pearson, 2017.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

50

Goldstein, Larry Joel. Calculus & Its Applications. Pearson, 2017.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!