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Stochastic Integrals: An Introduction de Heinrich von Weizsäcker

Stochastic Integrals: An Introduction: Advanced Lectures in Mathematics

Autor Heinrich von Weizsäcker
de Limba Germană Paperback – 1990

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Specificații

ISBN-13: 9783528063108
ISBN-10: 3528063106
Pagini: 348
Ilustrații: IX, 332 S. 5 Abb.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.49 kg
Ediția:1990
Editura: Vieweg+Teubner Verlag
Colecția Vieweg+Teubner Verlag
Seria Advanced Lectures in Mathematics

Locul publicării:Wiesbaden, Germany

Public țintă

Research

Cuprins

1. Warming Up.- 2. Filtrations and Processes.- 3. Martingales.- 4. Localization and Approximation.- 5. The Stochastic Integral.- 6. Predictability.- 7. Semimartingales and Stochastic Differentials.- 8. Itô Calculus.- 9. The Special Role of Brownian Motion.- 10. Change of Measure.- 11. Stochastic Differential Equations.- 12. Towards Diffusions.- References.- Index of Common Notation.