Martingales and Stochastic Integrals I

Martingales and Stochastic Integrals I
Author: Paul-Andre Meyer
Publisher: Springer
Total Pages: 96
Release: 2006-11-15
Genre: Mathematics
ISBN: 3540379681

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Martingales and Stochastic Integrals I
Language: en
Pages: 96
Authors: Paul-Andre Meyer
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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Martingales and Stochastic Integrals
Language: en
Pages: 0
Authors: P. E. Kopp
Categories: Mathematics
Type: BOOK - Published: 2008-11-20 - Publisher: Cambridge University Press

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This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the Fr
Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 282
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Springer

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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Martingales And Stochastic Analysis
Language: en
Pages: 516
Authors: James J Yeh
Categories: Mathematics
Type: BOOK - Published: 1995-12-08 - Publisher: World Scientific

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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
Stochastic Integration
Language: en
Pages: 209
Authors: Michel Metivier
Categories: Mathematics
Type: BOOK - Published: 2014-07-10 - Publisher: Academic Press

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Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Integration focuses on the processes, methodologies, and approaches in