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Calcul Stochastique et Problèmes de Martingales de J. Jacod

Calcul Stochastique et Problèmes de Martingales: Lecture Notes in Mathematics, cartea 714

Autor J. Jacod
fr Limba Franceză Paperback – iun 1979

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Specificații

ISBN-13: 9783540092537
ISBN-10: 3540092536
Pagini: 556
Ilustrații: 539 p.
Dimensiuni: 155 x 235 x 29 mm
Greutate: 0.77 kg
Ediția:1979
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Quelques Notations Et Definitions.- Resume De La Theorie Generale Des Processus.- Martingales, Semimartingales Et Integrales Stochastiques.- Mesures Aleatoires Et Integrales Stochastiques.- Sous-Espaces Stables De Martingales.- Complements Sur Les Semimartingales.- Formules Exponentielles Et Decompositions Multiplicatives.- Changements De Probabilite.- Conditions Pour L'Absolue Continuite.- Changements De Filtration.- Changements De Temps Et Changements D'Espace.- Solutions Extremales d'Un Premier Probleme De Martingales.- Un Second Probleme De Martingales.- Problemes De Martingales: Quelques Exemples.- Equations Differentielles Stochastiques Et Problemes De Martingales.- Representation Integrale Des Solutions De Problemes De Martingales.