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
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Physical Description:1 online resource (287 p.) :; Num. figs.
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id 9783110845563
ctrlnum (DE-B1597)53089
(OCoLC)979587672
collection bib_alma
record_format marc
spelling Métivier, Michel, author. aut http://id.loc.gov/vocabulary/relators/aut
Semimartingales : A Course on Stochastic Processes / Michel Métivier.
Berlin ; Boston : De Gruyter, [2011]
©1982
1 online resource (287 p.) : Num. figs.
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
De Gruyter Studies in Mathematics , 0179-0986 ; 2
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
restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star
Issued also in print.
Mode of access: Internet via World Wide Web.
In English.
Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023)
Semimartingales (Mathematics).
Stochastic processes.
Semimartingal.
MATHEMATICS / General. bisacsh
Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package 9783110494938 ZDB-23-GSM
Title is part of eBook package: De Gruyter DGBA Mathematics - <1990 9783110635881 ZDB-23-GMA
print 9783110086744
https://doi.org/10.1515/9783110845563
https://www.degruyter.com/isbn/9783110845563
Cover https://www.degruyter.com/document/cover/isbn/9783110845563/original
language English
format eBook
author Métivier, Michel,
Métivier, Michel,
spellingShingle Métivier, Michel,
Métivier, Michel,
Semimartingales : A Course on Stochastic Processes /
De Gruyter Studies in Mathematics ,
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
author_facet Métivier, Michel,
Métivier, Michel,
author_variant m m mm
m m mm
author_role VerfasserIn
VerfasserIn
author_sort Métivier, Michel,
title Semimartingales : A Course on Stochastic Processes /
title_sub A Course on Stochastic Processes /
title_full Semimartingales : A Course on Stochastic Processes / Michel Métivier.
title_fullStr Semimartingales : A Course on Stochastic Processes / Michel Métivier.
title_full_unstemmed Semimartingales : A Course on Stochastic Processes / Michel Métivier.
title_auth Semimartingales : A Course on Stochastic Processes /
title_alt 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
title_new Semimartingales :
title_sort semimartingales : a course on stochastic processes /
series De Gruyter Studies in Mathematics ,
series2 De Gruyter Studies in Mathematics ,
publisher De Gruyter,
publishDate 2011
physical 1 online resource (287 p.) : Num. figs.
Issued also in print.
contents 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
isbn 9783110845563
9783110494938
9783110635881
9783110086744
issn 0179-0986 ;
callnumber-first Q - Science
callnumber-subject QA - Mathematics
callnumber-label QA274
callnumber-sort QA 3274 M47 41982
url https://doi.org/10.1515/9783110845563
https://www.degruyter.com/isbn/9783110845563
https://www.degruyter.com/document/cover/isbn/9783110845563/original
illustrated Not Illustrated
dewey-hundreds 500 - Science
dewey-tens 510 - Mathematics
dewey-ones 519 - Probabilities & applied mathematics
dewey-full 519.2/87
dewey-sort 3519.2 287
dewey-raw 519.2/87
dewey-search 519.2/87
doi_str_mv 10.1515/9783110845563
oclc_num 979587672
work_keys_str_mv AT metiviermichel semimartingalesacourseonstochasticprocesses
status_str n
ids_txt_mv (DE-B1597)53089
(OCoLC)979587672
carrierType_str_mv cr
hierarchy_parent_title Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
Title is part of eBook package: De Gruyter DGBA Mathematics - <1990
is_hierarchy_title Semimartingales : A Course on Stochastic Processes /
container_title Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
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