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Two-Parameter Martingales and Their Quadratic Variation (Paperback, 1988 ed.) Loot Price: R1,077
Discovery Miles 10 770
Two-Parameter Martingales and Their Quadratic Variation (Paperback, 1988 ed.): Peter Imkeller

Two-Parameter Martingales and Their Quadratic Variation (Paperback, 1988 ed.)

Peter Imkeller

Series: Lecture Notes in Mathematics, 1308

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Loot Price R1,077 Discovery Miles 10 770 | Repayment Terms: R101 pm x 12*

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This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Lecture Notes in Mathematics, 1308
Release date: May 1988
First published: 1988
Authors: Peter Imkeller
Dimensions: 235 x 155 x 9mm (L x W x T)
Format: Paperback
Pages: 177
Edition: 1988 ed.
ISBN-13: 978-3-540-19233-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 3-540-19233-6
Barcode: 9783540192336

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