Semimartingales : : A Course on Stochastic Processes /

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

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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
Online Access:
Physical Description:1 online resource (287 p.) :; Num. figs.
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505 0 0 |t Frontmatter --   |t Preface --   |t Part 1: Martingales - Quasimartingales - Semimartingales --   |t Chapter 1: Basic notions on stochastic processes --   |t Chapter 2: Martingales and quasimartingales - Basic inequalities and convergence theorem - Application to stochastic algorithms --   |t Chapter 3: Quasimartingales from class [L. D] - Predictable and dual predictable projection of processes --   |t Chapter 4: Square integrable martingales and semimartingales --   |t Part II: Stochastic Calculus --   |t Chapter 5: Stochastic integral with respect to semimartingales and the transformation formula --   |t Chapter 6: First applications of the transformation theorem --   |t Chapter 7: Random measures and local characteristics of a semimartingale --   |t Chapter 8: Stochastic differential equations --   |t Bibliography --   |t Index of notation --   |t Index --   |t Backmatter 
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