Semimartingales : : A Course on Stochastic Processes / / Michel Métivier.

• Superior document: Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
• VerfasserIn: Métivier, Michel,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2011]; ©1982
• Year of Publication: 2011
• Language: English
• Series: De Gruyter Studies in Mathematics , 2
• Physical Description: 1 online resource (287 p.) :; Num. figs.
• Other title: Frontmatter --; Preface --; Part 1: Martingales - Quasimartingales - Semimartingales --; Chapter 1: Basic notions on stochastic processes --; Chapter 2: Martingales and quasimartingales - Basic inequalities and convergence theorem - Application to stochastic algorithms --; Chapter 3: Quasimartingales from class [L. D] - Predictable and dual predictable projection of processes --; Chapter 4: Square integrable martingales and semimartingales --; Part II: Stochastic Calculus --; Chapter 5: Stochastic integral with respect to semimartingales and the transformation formula --; Chapter 6: First applications of the transformation theorem --; Chapter 7: Random measures and local characteristics of a semimartingale --; Chapter 8: Stochastic differential equations --; Bibliography --; Index of notation --; Index --; Backmatter
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783110845563; 9783110494938; 9783110635881
• ISSN: 0179-0986
• DOI: 10.1515/9783110845563
• Access: restricted access
• Hierarchical level: Monograph
• Statement of Responsibility: Michel Métivier.