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Two-Parameter Martingales and Their Quadratic Variation (Lecture Notes in Mathematics): 1308 - Brossura
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This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
Notations and conventions.- Basics; processes depending on a parameter.- Two-parameter processes.- Jumps of martingales and their compensation.- Quadratic variation and structure of martingales.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer
- Data di pubblicazione1988
- ISBN 10 3540192336
- ISBN 13 9783540192336
- RilegaturaCopertina flessibile
- LinguaInglese
- Numero di pagine184
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Two-parameter martingales and their quadratic variation. Lecture Notes in Mathematics; 1308.
Da: Antiquariat Bookfarm, Löbnitz, Germania
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Softcover. IV, 108 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04713 3540192336 Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 2490953
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Two-Parameter Martingales and Their Quadratic Variation (Lecture Notes in Mathematics, 1308)
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Two-Parameter Martingales and Their Quadratic Variation
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Two-Parameter Martingales and Their Quadratic Variation
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Condizione: New. pp. 184. Codice articolo 261785561
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Two-Parameter Martingales and Their Quadratic Variation (Lecture Notes in Mathematics, 1308)
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Two-Parameter Martingales and Their Quadratic Variation
Editore:
Springer Berlin Heidelberg Mai 1988, 1988
ISBN 10: 3540192336
ISBN 13: 9783540192336
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area. 184 pp. Englisch. Codice articolo 9783540192336
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Two-Parameter Martingales and Their Quadratic Variation
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
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Condizione: New. Print on Demand pp. 184 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 7110918
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Two-Parameter Martingales and Their Quadratic Variation (Lecture Notes in Mathematics, Band 1308).
Editore:
Berlin, Heidelberg: Springer-Verlag, 1988
ISBN 10: 3540192336
ISBN 13: 9783540192336
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Da: Antiquariat Bernhardt, Kassel, Germania
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Broschiert. Condizione: Sehr gut. Lecture Notes in Mathematics, Band 1308. Zust: Gutes Exemplar. Mit Stempel auf dem Fußschnitt. IV, 177 Seiten, Englisch 312g. Codice articolo 492729
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Two-Parameter Martingales and Their Quadratic Variation
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND pp. 184. Codice articolo 181785555
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Two-Parameter Martingales and Their Quadratic Variation
Editore:
Springer Berlin Heidelberg, 1988
ISBN 10: 3540192336
ISBN 13: 9783540192336
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area. Codice articolo 9783540192336
Quantità: 1 disponibili