Martingales and stochastic integrals / P. E. Kopp.
Editor: Cambridge : Cambridge University Press, 1984Descripción: xi, 202 p. : il. ; 24 cmISBN: 0521247586Tema(s): Martingales (Mathematics) | Stochastic integralsOtra clasificación: 60-02 (60G44 60H05) Recursos en línea: Publisher description0. Probabilistic background1. Weak compactness and uniform integrability2. Discrete time martingales3. Continuous-time martingales4. Stochastic integrals.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 K83 (Browse shelf) | Available | A-5710 |
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"Text has grown out of graduate lecture courses given at the University of Hull"--Preface.
Bibliografía: p. 194-197.
0. Probabilistic background -- 1. Weak compactness and uniform integrability -- 2. Discrete time martingales -- 3. Continuous-time martingales -- 4. Stochastic integrals.
MR, 86i:60004
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