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Stochastic Integration And Differential Equations eBook

by Philip Protter
language: english
Publisher: Springer Berlin Heidelberg, December of 2013 ‧
145,09€
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Ebook for ADE
Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation.

Stochastic Integration And Differential Equations

by Philip Protter

Property Description
ISBN: 9783662100615
Publisher: Springer Berlin Heidelberg
Release Date: December of 2013
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Stochastic Modelling And Applied Probability
Categories: eBooks in English > Science > Mathematics
EAN: 9783662100615