Utvidet returrett til 31. januar 2024

Stochastic Integration and Differential Equations

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 mer
  • Språk:
  • Engelsk
  • ISBN:
  • 9783642055607
  • Bindende:
  • Paperback
  • Sider:
  • 415
  • Utgitt:
  • 1. desember 2010
  • Utgave:
  • 22005
  • Dimensjoner:
  • 157x235x23 mm.
  • Vekt:
  • 656 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 30. november 2024

Beskrivelse av 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).

Brukervurderinger av Stochastic Integration and Differential Equations



Finn lignende bøker
Boken Stochastic Integration and Differential Equations finnes i følgende kategorier:

Gjør som tusenvis av andre bokelskere

Abonner på vårt nyhetsbrev og få rabatter og inspirasjon til din neste leseopplevelse.