Stochastic Analysis in Discrete and Continuous Settings With Normal Martingales /
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 si...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Privault, Nicolas (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
|
Edición: | 1st ed. 2009. |
Colección: | Lecture Notes in Mathematics,
1982 |
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
The Mathematics of Elections and Voting
por: Wallis, W.D
Publicado: (2014) -
Explorations in Monte Carlo Methods
por: Shonkwiler, Ronald W., et al.
Publicado: (2009) -
Brownian Motion, Martingales, and Stochastic Calculus
por: Le Gall, Jean-François
Publicado: (2016) -
Basics of Applied Stochastic Processes
por: Serfozo, Richard
Publicado: (2009) -
Stochastic Partial Differential Equations: An Introduction
por: Liu, Wei, et al.
Publicado: (2015)