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Stochastic Integrals (English, D. Williams) - Image 1 - BookBajar

Stochastic Integrals (English, D. Williams)

by D. Williams

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Book Details

Publisher
Springer
Language
English
ISBN-13
9783540106906
ISBN-10
3540106901
Author
D. Williams

About the Book

To begin at the beginning: .- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hörmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochast…

ISBN: 9783540106906

ISBN-13: 9783540106906
ISBN-10: 3540106901

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ISBN-10: 3540106901. ISBN-13: 9783540106906. Stochastic Integrals (English, D. Williams) by D. Williams. Available on BookBajar.
Product ID: isbn-9783540106906