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  • 1
    Online Resource
    Online Resource
    Berlin ;Boston :De Gruyter,
    UID:
    edocfu_9958354982402883
    Format: 1 online resource (287p.)
    ISBN: 9783110845563
    Series Statement: De Gruyter Studies in Mathematics, 2
    Note: 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
    Additional Edition: ISBN 978-3-11-008674-4
    Language: English
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