Items related to Two-Parameter Martingales and Their Quadratic Variation

Two-Parameter Martingales and Their Quadratic Variation - Softcover

Imkeller, Peter

 
9783662172698: Two-Parameter Martingales and Their Quadratic Variation
Softcover
ISBN 10: 3662172690 ISBN 13: 9783662172698
Publisher: Springer, 2014

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Synopsis

Notations and conventions.- Basics; processes depending on a parameter.- Two-parameter processes.- Jumps of martingales and their compensation.- Quadratic variation and structure of martingales.

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  • PublisherSpringer
  • Publication date2014
  • ISBN 10 3662172690
  • ISBN 13 9783662172698
  • BindingPaperback
  • LanguageEnglish
  • Number of pages184

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Other Popular Editions of the Same Title

9783540192336: Two-Parameter Martingales and Their Quadratic Variation (Lecture Notes in Mathematics, 1308)

Featured Edition

ISBN 10:  3540192336 ISBN 13:  9783540192336
Publisher: Springer, 1988
Softcover