Two-Parameter Martingales and Their Quadratic Variation
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The se...
সংরক্ষণ করুন:
| প্রধান লেখক: | |
|---|---|
| বিন্যাস: | Livre numérique |
| ভাষা: | Anglais |
| প্রকাশিত: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| মালা: | Lecture notes in mathematics
1308 |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| টীকা: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Two-parameter martingales and their quadratic variation, Peter Imkeller, 1988, Berlin, Springer-Verlag, 1 volume (IV-177 pages), Lecture notes in mathematics, 0-387-19233-6 • Two-Parameter Martingales and Their Quadratic Variation, Texte imprimé, 9783662172698 |
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| 084 | |a 60G07. 1980 | ||
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| 100 | 1 | |a Imkeller, Peter, |d 1951- | |
| 245 | 1 | 0 | |a Two-Parameter Martingales and Their Quadratic Variation |c Peter Imkeller. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1308 |x 1617-9692 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Notations and conventions -- Basics; processes depending on a parameter -- Two-parameter processes -- Jumps of martingales and their compensation -- Quadratic variation and structure of martingales. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area. | ||
| 650 | |a Martingales (mathématiques) | ||
| 776 | 0 | |0 020736045 |t Two-parameter martingales and their quadratic variation |f Peter Imkeller |d 1988 |c Berlin |n Springer-Verlag |p 1 volume (IV-177 pages) |s Lecture notes in mathematics |z 0-387-19233-6 | |
| 776 | 0 | |t Two-Parameter Martingales and Their Quadratic Variation |b Texte imprimé |z 9783662172698 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/BFb0078096 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-Q3BDJXQ0-S |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750645679 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0078096 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:753996669 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0078096 |z Accès INSA CVL | |
| 997 | |0 972058 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||