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

Philip Protter

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Stochastic Integration and Differential Equations - Stochastic Modelling and Applied Probability Second Edition 2005 edition

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

Medie Bøger     Paperback Bog   (Bog med blødt omslag og limet ryg)
Udgivet 1. december 2010
ISBN13 9783642055607
Forlag Springer-Verlag Berlin and Heidelberg Gm
Antal sider 415
Mål 157 × 235 × 23 mm   ·   656 g
Sprog Fransk  
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