Martingales et intégration stochastique

Giorgio Letta (Autor)

Buch | Softcover

190 Seiten

1984
Scuola Normale Superiore (Verlag)
978-88-7642-290-4 (ISBN)

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The aim of this book is to give an elementary and essential introduction to the stochastic integration with respect to a semi-martingale. basically the reader is supposed to be familiar with the language of probability and with the basilar notions of measure theory.

The aim of this book is to give an elementary and essential introduction to the stochastic integration with respect to a semi-martingale. It is supposed to be useful to the beginner as a starting point for additional studies and readings in the subject. The exposed theory is only about real-valued processes. The prerequisites for this book are of an average level; basically the reader is supposed to be familiar with the language of probability and with the basilar notions of measure theory.

Reihe/Serie	Publications of the Scuola Normale Superiore
Zusatzinfo	190 p.
Verlagsort	Pisa
Sprache	französisch
Maße	170 x 240 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
ISBN-10	88-7642-290-0 / 8876422900
ISBN-13	978-88-7642-290-4 / 9788876422904
Zustand	Neuware