Calcul Stochastique Et Problèmes de Martingales (English, J. Jacod)
by J. Jacod
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540092537
ISBN-10
3540092536
Author
J. Jacod
About the Book
Quelques Notations Et Definitions.- Resume De La Theorie Generale Des Processus.- Martingales, Semimartingales Et Integrales Stochastiques.- Mesures Aleatoires Et Integrales Stochastiques.- Sous-Espaces Stables De Martingales.- Complements Sur Les Semimartingales.- Formules Exponentielles Et Decompositions Multiplicatives.- Changements De Probabilite.- Conditions Pour L'Absolue Continuite.- Changements De Filtration.- Changements De Temps Et Chan…
ISBN: 9783540092537
ISBN-13: 9783540092537
ISBN-10: 3540092536
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Product ID: isbn-9783540092537
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