Stochastic analysis in discrete and continuous settings : with normal martingales
This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The si...
Guardado en:
| Autor principal: | |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2009. |
| Colección: | Lecture Notes in Mathematics
1982 |
| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 30 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic analysis in discrete and continuous settings, with normal martingales, Nicolas Privault, 2009, Berlin, Springer, 1 vol. (IX-310 p.), Lecture notes in mathematics, 978-3-642-02379-8 |
Tabla de Contenidos:
- The Discrete Time Case Continuous Time Normal Martingales Gradient and Divergence Operators Annihilation and Creation Operators Analysis on the Wiener Space Analysis on the Poisson Space Local Gradients on the Poisson Space Option Hedging in Continuous Time.