Brownian Motion, Martingales, and Stochastic Calculus
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portes grátis
Brownian Motion, Martingales, and Stochastic Calculus
Le Gall, Jean-Francois
Springer International Publishing AG
05/2018
273
Mole
Inglês
9783319809618
15 a 20 dias
4394
Descrição não disponível.
Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone class lemma.- Discrete martingales.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Brownian motion;martingale;stochastic integral;stochastic calculus;Ito's formula;martingale representation;Markov process;harmonic function;stochastic differential equation;quantitative finance
Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone class lemma.- Discrete martingales.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
