Главная    Ex Libris    Книги    Журналы    Статьи    Серии    Каталог    Wanted    Загрузка    ХудЛит    Справка    Поиск по индексам    Поиск    Форум   
blank
Авторизация

       
blank
Поиск по указателям

blank
blank
blank
Красота
blank
Privault N. — Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
Privault N. — Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales



Обсудите книгу на научном форуме



Нашли опечатку?
Выделите ее мышкой и нажмите Ctrl+Enter


Название: Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales

Автор: Privault N.

Аннотация:

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.


Язык: en

Рубрика: Разное/

Статус предметного указателя: Неизвестно

ed2k: ed2k stats

Год издания: 2009

Количество страниц: 325

Добавлена в каталог: 29.04.2016

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
blank
Предметный указатель
blank
Реклама
blank
blank
HR
@Mail.ru
       © Электронная библиотека попечительского совета мехмата МГУ, 2004-2023
Электронная библиотека мехмата МГУ | Valid HTML 4.01! | Valid CSS! О проекте