Stochastische Integrationstheorie (Oxford Absolvententexte in Mathematik) von Peter
This graduate level text covers the theory of stochastic integration, an important area of Mathematics with a wide range of applications, including financial mathematics and signal processing. 1 Stochastic processes; 2 Stochastic integration with locally square-integrable martingales; 3 The structure of local martingales; 4 General theory of stochastic integration; 5 Some other theorems; 6 Ito's formula; 7 Processes with independent increments; Appendices; A Results from measure theory; B Wiener processes; C Poisson processes
Jetzt bei Ebay: