Stochastic Integration and Differential Equations - Stochastic Modelling and Applied Probability - Philip Protter - Knjige - Springer-Verlag Berlin and Heidelberg Gm - 9783642055607 - 1. decembra 2010
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Philip Protter
Stochastic Integration and Differential Equations - Stochastic Modelling and Applied Probability Second Edition 2005 edition

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Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process).

434 pages, biography

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 1. decembra 2010
ISBN13 9783642055607
Založniki Springer-Verlag Berlin and Heidelberg Gm
Strani 415
Dimenzije 157 × 235 × 23 mm   ·   656 g
Jezik Francoščina  

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Ogled vseh Philip Protter ( Na primer Book in Paperback Book )