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Stochastic Integration and Differential Equations - Stochastic Modelling and Applied Probability Second Edition 2005 edition
Philip Protter
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Stochastic Integration and Differential Equations - Stochastic Modelling and Applied Probability Second Edition 2005 edition
Philip Protter
Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery’s examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process).
434 pages, biography
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 1. desember 2010 |
| ISBN13 | 9783642055607 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 415 |
| Mål | 157 × 235 × 23 mm · 656 g |
| Språk | Fransk |
![Cover for Philip Protter · Stochastic Integration and Differential Equations (Bok) [2nd Corrected ed. 2005. Corr. 2nd printing 2005 edition] (2003)](https://imusic.b-cdn.net/images/item/original/137/9783540003137.jpg?philip-protter-2003-stochastic-integration-and-differential-equations-bok&class=scaled&v=1414247272)