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Reelle und Vektorwertige Quasimartingale und die Theorie der stochastischen Integration de M. Metivier

Reelle und Vektorwertige Quasimartingale und die Theorie der stochastischen Integration: Lecture Notes in Mathematics, cartea 607

Autor M. Metivier
de Limba Germană Paperback – oct 1977

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Specificații

ISBN-13: 9783540084341
ISBN-10: 3540084347
Pagini: 324
Ilustrații: 310 S.
Dimensiuni: 155 x 235 x 17 mm
Greutate: 0.45 kg
Ediția:1977
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Einführung in die Theorie der stochastischen Integration Der stetige Fall.- Grundlegende Begriffe für Prozesse.- Martingale und Quasimartingale.- Das Stochastische Integral bezüglich eines Semimartingals (reeller Fall).- Das Hilbertsche stochastische Integral.