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Stochastic Integration And Differential Equations
language: english
Publisher:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, December of 2010 ‧
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SYNOPSIS
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).
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783642055607 |
| Publisher: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Release Date: | December of 2010 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 415 |
| Format: | Book |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9783642055607 |
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