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Stochastic Integration And Differential Equations
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, dezembro de 2010 ‧
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74,76€
30% DESCONTO
IMEDIATO
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SINOPSE
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).
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642055607 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | dezembro de 2010 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 415 |
| Tipo de produto: | Livro |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
Livros em Inglês
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Ciências Exatas e Naturais
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Matemática
|
| EAN: | 9783642055607 |
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