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Processus Aleatoires a Deux Indices: Colloque E.N.S.T. - C.N.E.T., Paris 1980 de H. Korezlioglu

Processus Aleatoires a Deux Indices: Colloque E.N.S.T. - C.N.E.T., Paris 1980: Lecture Notes in Mathematics, cartea 863

Editat de H. Korezlioglu, G. Mazziotto, J. Szpirglas
fr Limba Franceză Paperback – iun 1981

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Specificații

ISBN-13: 9783540108320
ISBN-10: 3540108327
Pagini: 288
Ilustrații: VI, 282 p.
Dimensiuni: 170 x 250 x 15 mm
Greutate: 0.58 kg
Ediția:1981
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Theorie elementaire des processus a deux indices.- Limites "quadrantales" des martingales.- Convergence and regularity of strong submartingales.- Discontinuites des processus croissants et martingales a variation integrable.- Sur les discontinuites d'un processus cad-lag a deux indices.- Regularite des martingales a deux indices et inegalites de normes.- Inegalites de Burkholder pour martingales indexees par ? × ?.- Martingales a variation independante du chemin.- Some remarks on integration with respect to weak martingales.- On the decomposition and integration of two-parameter stochastic processes.- Optional increasing paths.- The conditional independence property in filtrations associated to stopping lines.- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double.- Stochastic calculus for a two parameter jump process.- Une propriete markovienne et diffusions associees.