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Stochastic Analysis

Af: Shigeo Kusuoka Engelsk Hardback

Stochastic Analysis

Af: Shigeo Kusuoka Engelsk Hardback
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Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
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Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
Produktdetaljer
Sprog: Engelsk
Sider: 218
ISBN-13: 9789811588631
Indbinding: Hardback
Udgave:
ISBN-10: 9811588635
Udg. Dato: 20 okt 2020
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Verlag, Singapore
Oplagsdato: 20 okt 2020
Forfatter(e): Shigeo Kusuoka
Forfatter(e) Shigeo Kusuoka


Kategori Funktionsanalyse og transformation


ISBN-13 9789811588631


Sprog Engelsk


Indbinding Hardback


Sider 218


Udgave


Længde 0mm


Bredde 155mm


Højde 235mm


Udg. Dato 20 okt 2020


Oplagsdato 20 okt 2020


Forlag Springer Verlag, Singapore

Kategori sammenhænge