Two-Parameter Martingales and Their Quadratic Variation
 |
|
Описание:
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.Похожие книги
 | The calculus: A genetic approach Автор: Otto Toeplitz Год: 2007 |
 | Malliavin Calculus for Levy Processes with Applications to Finance Автор: Nunno G.D., Oksendal B., Proske F. Год: 2008 |
 | Network Calculus: A Theory of Deterministic Queuing Systems for the Internet Автор: Le Boudec J.-Y., Thiran P. Год: 2001 |
| Network Calculus Автор: Le Boudec J.-Y., Thiran P. Год: 2004 |
| Calculus and Analysis Автор: Horst R. Beyer Год: 2010 |
| Calculus and Pizza Автор: Clifford A. Pickover Год: 2003 |