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Bøger af Marc Yor

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  • - A Tale of Wiener and Ito Measures
    af Ju-Yi Yen & Marc Yor
    451,95 kr.

    This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

  • - Part II: Some Recent Martingale Problems
    af Marc Yor
    499,95 kr.

    Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, .

  • af Marc Yor, Monique Jeanblanc & Marc Chesney
    1.019,95 - 1.403,95 kr.

    Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes.