Name: Stochastic Integration and Differential Equations
Price: 1335.95 DKK
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Author: Philip Protter
ISBN: 9783642055607

Stochastic Integration and Differential Equations af Philip Protter

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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).

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Sprog:
Engelsk

ISBN:
9783642055607

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Paperback

Sideantal:
415

Udgivet:
1. december 2010

Udgave:
22005

Størrelse:
157x235x23 mm.

Vægt:
656 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 16. januar 2025

Forlænget returret til d. 31. januar 2025

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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).

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