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ISBN: 3540580425 0387580425 9783540580423 9780387580425 3540484213 Year: 1994 Volume: 1579 Publisher: Berlin ; Heidelberg ; New York Springer Verlag
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ISBN: 0387966951 3540966951 1468405063 1468405047 9780387966953 9783540966951 Year: 1988 Publisher: New York : Springer-Verlag,
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Stochastic processes --- Martingales (Mathematics) --- Probabilities --- Martingales (Mathématiques) --- Probabilités --- Probabilities. --- Martingales (Mathématiques) --- Probabilités
ISBN: 0817633863 3764333863 1461288371 1461244803 Year: 1990 Publisher: Boston : Birkhäuser,
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Stochastic processes --- Martingales (Mathematics) --- Stochastic integrals --- Martingales (Mathématiques) --- Martingales (Mathématiques) --- Analyse mathématique --- Probabilités
ISBN: 0387945474 9780387945477 Year: 1995 Publisher: Berlin : Springer-Verlag,
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Stochastic processes --- Martingales (Mathematics) --- Point processes --- Martingales (Mathématiques) --- Processus ponctuels --- Martingales (Mathématiques)
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ISBN: 9783642023804 9783642023798 Year: 2009 Publisher: Berlin : Springer,
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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 simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.
ISBN: 0521406056 052140455X 9780521406055 9780521404556 9787506292511 7506292513 Year: 1991 Publisher: Cambridge New York Melbourne Cambridge University Press
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Stochastic processes --- Martingalen (Wiskunde) --- Probabiliteit--Theorie --- Probabiliteitstheorie --- Probabilité [Théorie de la ] --- Waarschijnlijkheid--Theorie --- Waarschijnlijkheidstheorie --- Probabilités --- Martingales (Mathematiques) --- Martingales (Mathematics). --- Probability. --- Probabilities --- Martingales (Mathematics) --- Martingales (Mathématiques)
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ISBN: 0387521674 3540521674 3662217287 3662217260 9783540521679 9780387521671 Year: 1991 Volume: 293 Publisher: Berlin Heidelberg Paris Springer-Verlag
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ISBN: 3540509968 0387509968 366202621X 3662026198 9780387509969 Year: 1990 Volume: 21 Publisher: New York Berlin Paris Springer
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Ordinary differential equations --- Stochastic processes --- Differentiaalvergelijkingen [Stochastische ] --- Equations differentielles stochastiques --- Integralen [Stochastische ] --- Integrales stochastiques --- Integrals [Stochastic ] --- Martingalen (Wiskunde) --- Martingales (Mathematics) --- Martingales (Mathematiques) --- Stochastic differential equations --- Stochastic integrals --- Martingales (Mathématiques) --- Equations différentielles stochastiques --- 519.217 --- Markov processes --- 519.217 Markov processes --- Martingales (Mathématiques) --- Equations différentielles stochastiques --- Differential equations --- Fokker-Planck equation --- Integrals, Stochastic --- Stochastic analysis
ISBN: 0821818678 Year: 1976 Volume: 167 Publisher: Providence, R.I. : American Mathematical Society,
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Stochastic processes --- Diffusion processes. --- Control theory. --- Potential theory (Mathematics) --- Martingales (Mathematics) --- Processus de diffusion --- Théorie de la commande --- Potentiel, Théorie du --- Martingales (Mathématiques) --- Théorie de la commande --- Potentiel, Théorie du --- Martingales (Mathématiques) --- Potentiel, Théorie du. --- Martingales (mathématiques) --- Processus de diffusion. --- Commande, Théorie de la.
ISBN: 082183231X Year: 2003 Publisher: Providence (R.I.): American Mathematical Society
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Stochastic processes --- Markov processes. --- Martingales (Mathematics) --- Convergence. --- Markov, Processus de. --- Martingales (mathématiques) --- Convergence (mathématiques) --- Convergence --- Markov processes --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Functions
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