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Continuous Martingales and Brownian Motion.

By: Contributor(s): Material type: TextTextSeries: Grundlehren der Mathematischen Wissenschaften SeriesPublisher: Berlin, Heidelberg : Springer Berlin / Heidelberg, 1998Copyright date: ©1999Edition: 3rd edDescription: 1 online resource (608 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783662064009
Subject(s): Genre/Form: Additional physical formats: Print version:: Continuous Martingales and Brownian MotionDDC classification:
  • 519.2/87
LOC classification:
  • QA273.A1-274.9
Online resources:
Contents:
Grundlehren der mathematischen Wissenschaften 293 -- Continuous Martingales and Brownian Motion Corrected Third Printing of the Third Edition -- Copyright -- Preface -- Table of Contents -- Chapter 0. Preliminaries -- Chapter I. Introduction -- Chapter II. Martingales -- Chapter III. Markov Processes -- Chapter IV. Stochastic Integration -- Chapter V. Representation of Martingales -- Chapter VI. Local Times -- Chapter VII. Generators and Time Reversal -- Chapter VIII. Girsanov's Theorem and First Applications -- Chapter IX. Stochastic Differential Equations -- Chapter X. Additive Functionals of Brownian Motion -- Chapter XI. Bessel Processes and Ray-Knight Theorems -- Chapter XII. Excursions -- Chapter XIII. Limit Theorems in Distribution -- Appendix -- Bibliography -- Index of Notation -- Index of Terms -- Catalogue.
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Grundlehren der mathematischen Wissenschaften 293 -- Continuous Martingales and Brownian Motion Corrected Third Printing of the Third Edition -- Copyright -- Preface -- Table of Contents -- Chapter 0. Preliminaries -- Chapter I. Introduction -- Chapter II. Martingales -- Chapter III. Markov Processes -- Chapter IV. Stochastic Integration -- Chapter V. Representation of Martingales -- Chapter VI. Local Times -- Chapter VII. Generators and Time Reversal -- Chapter VIII. Girsanov's Theorem and First Applications -- Chapter IX. Stochastic Differential Equations -- Chapter X. Additive Functionals of Brownian Motion -- Chapter XI. Bessel Processes and Ray-Knight Theorems -- Chapter XII. Excursions -- Chapter XIII. Limit Theorems in Distribution -- Appendix -- Bibliography -- Index of Notation -- Index of Terms -- Catalogue.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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