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

Stochastic Integration and Differential Equations

Bag om Stochastic Integration and Differential Equations

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).

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540003137
  • Indbinding:
  • Hardback
  • Sideantal:
  • 415
  • Udgivet:
  • 7. oktober 2003
  • Udgave:
  • 2200522005
  • Størrelse:
  • 228x148x23 mm.
  • Vægt:
  • 786 g.
  • 8-11 hverdage.
  • 6. december 2024
På lager

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 Stochastic Integration and Differential Equations

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).

Brugerbedømmelser af Stochastic Integration and Differential Equations



Find lignende bøger
Bogen Stochastic Integration and Differential Equations findes i følgende kategorier: