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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Schriftenreihe: | Lecture notes in mathematics
1308 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
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 |
Inhaltsangabe:
- Notations and conventions
- Basics; processes depending on a parameter
- Two-parameter processes
- Jumps of martingales and their compensation
- Quadratic variation and structure of martingales.