UID:
almahu_9949461124002882
Format:
1 online resource (287 p.) :
,
Num. figs.
ISBN:
9783110845563
,
9783110494938
Series Statement:
De Gruyter Studies in Mathematics , 2
Note:
Frontmatter --
,
Preface --
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Part 1: Martingales - Quasimartingales - Semimartingales --
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Chapter 1: Basic notions on stochastic processes --
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Chapter 2: Martingales and quasimartingales - Basic inequalities and convergence theorem - Application to stochastic algorithms --
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Chapter 3: Quasimartingales from class [L. D] - Predictable and dual predictable projection of processes --
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Chapter 4: Square integrable martingales and semimartingales --
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Part II: Stochastic Calculus --
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Chapter 5: Stochastic integral with respect to semimartingales and the transformation formula --
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Chapter 6: First applications of the transformation theorem --
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Chapter 7: Random measures and local characteristics of a semimartingale --
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Chapter 8: Stochastic differential equations --
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Bibliography --
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Index of notation --
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Index --
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Backmatter
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Issued also in print.
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Mode of access: Internet via World Wide Web.
,
In English.
In:
DG Studies in Mathematics eBook-Package, De Gruyter, 9783110494938
In:
DGBA Mathematics - 〈1990, De Gruyter, 9783110635881
Additional Edition:
ISBN 9783110086744
Language:
English
Subjects:
Mathematics
DOI:
10.1515/9783110845563
URL:
https://doi.org/10.1515/9783110845563
URL:
https://www.degruyter.com/isbn/9783110845563
