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

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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

Mediji Grāmatas     Paperback Book   (Grāmata ar mīksto vāku un līmēto muguru)
Izlaists 2010. gada 1. decembris
ISBN13 9783642055607
Izdevēji Springer-Verlag Berlin and Heidelberg Gm
Lapas 415
Izmēri 157 × 235 × 23 mm   ·   656 g
Valoda Franču  

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