Stochastic Analysis in Discrete and Continuous Settings - Info and Reading Options
With Normal Martingales
By Nicolas Privault
"Stochastic Analysis in Discrete and Continuous Settings" was published by Springer in 2009 - Berlin, the book is classified in Mathematics genre, it has 310 pages and the language of the book is English.
“Stochastic Analysis in Discrete and Continuous Settings” Metadata:
- Title: ➤ Stochastic Analysis in Discrete and Continuous Settings
- Author: Nicolas Privault
- Language: English
- Number of Pages: 310
- Is Family Friendly: Yes - No Mature Content
- Publisher: Springer
- Publish Date: 2009
- Publish Location: Berlin
- Genres: Mathematics
“Stochastic Analysis in Discrete and Continuous Settings” Subjects and Themes:
- Subjects: ➤ Espace et temps - Martingales (Mathematics) - Martingales (Mathématiques) - Analyse stochastique - Stochastic analysis - Space and time - Stochastische Analysis - Martingales (mathematics)
Edition Specifications:
- Pagination: ix, 310 p. :
Edition Identifiers:
- Google Books ID: bXNVtQAACAAJ
- The Open Library ID: OL25534060M - OL16915217W
- Online Computer Library Center (OCLC) ID: 401151192
- Library of Congress Control Number (LCCN): 2009929703
- ISBN-13: 9783642023798
- ISBN-10: 3642023797
- All ISBNs: 3642023797 - 9783642023798
AI-generated Review of “Stochastic Analysis in Discrete and Continuous Settings”:
Snippets and Summary:
This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time.
"Stochastic Analysis in Discrete and Continuous Settings" Description:
Google Books:
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability, namely?-algebras,expectations,andconditionalexpectations.Ashortint- duction to stochastic calculus for continuous and jump processes is given in Chapter 2 using normal martingales, whose predictable quadratic variation is the Lebesgue measure. There already exists several books devoted to stochastic analysis for c- tinuous di?usion processes on Gaussian and Wiener spaces, cf. e.g. [51], [63], [65], [72], [83], [84], [92], [128], [134], [143], [146], [147]. The particular f- ture of this text is to simultaneously consider continuous processes and jump processes in the uni?ed framework of normal martingales.
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