De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Peacocks and Associated Martingales, with Explicit Constructions

Bag om Peacocks and Associated Martingales, with Explicit Constructions

We call peacock an integrable process which is increasing in the convex order;In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847019072
  • Indbinding:
  • Hardback
  • Sideantal:
  • 388
  • Udgivet:
  • 24. maj 2011
  • Størrelse:
  • 235x155x25 mm.
  • Vægt:
  • 793 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Peacocks and Associated Martingales, with Explicit Constructions

We call peacock an integrable process which is increasing in the convex order;In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings.

Brugerbedømmelser af Peacocks and Associated Martingales, with Explicit Constructions



Find lignende bøger
Bogen Peacocks and Associated Martingales, with Explicit Constructions findes i følgende kategorier: