UID:
edocfu_9958354982402883
Umfang:
1 online resource (287p.)
ISBN:
9783110845563
Serie:
De Gruyter Studies in Mathematics, 2
Anmerkung:
Frontmatter --
,
Preface --
,
Part 1: Martingales - Quasimartingales - Semimartingales --
,
Chapter 1: Basic notions on stochastic processes --
,
Chapter 2: Martingales and quasimartingales - Basic inequalities and convergence theorem - Application to stochastic algorithms --
,
Chapter 3: Quasimartingales from class [L. D] - Predictable and dual predictable projection of processes --
,
Chapter 4: Square integrable martingales and semimartingales --
,
Part II: Stochastic Calculus --
,
Chapter 5: Stochastic integral with respect to semimartingales and the transformation formula --
,
Chapter 6: First applications of the transformation theorem --
,
Chapter 7: Random measures and local characteristics of a semimartingale --
,
Chapter 8: Stochastic differential equations --
,
Bibliography --
,
Index of notation --
,
Index --
,
Backmatter
Weitere Ausg.:
ISBN 978-3-11-008674-4
Sprache:
Englisch
DOI:
10.1515/9783110845563
URL:
https://doi.org/10.1515/9783110845563
