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Stochastic Analysis

Af: Shigeo Kusuoka Engelsk Paperback

Stochastic Analysis

Af: Shigeo Kusuoka Engelsk Paperback
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Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
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Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
Produktdetaljer
Sprog: Engelsk
Sider: 218
ISBN-13: 9789811588662
Indbinding: Paperback
Udgave:
ISBN-10: 981158866X
Udg. Dato: 21 okt 2021
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Verlag, Singapore
Oplagsdato: 21 okt 2021
Forfatter(e): Shigeo Kusuoka
Forfatter(e) Shigeo Kusuoka


Kategori Funktionsanalyse og transformation


ISBN-13 9789811588662


Sprog Engelsk


Indbinding Paperback


Sider 218


Udgave


Længde 0mm


Bredde 155mm


Højde 235mm


Udg. Dato 21 okt 2021


Oplagsdato 21 okt 2021


Forlag Springer Verlag, Singapore

Kategori sammenhænge