Explore: Semimartingales (mathématiques)
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Books Results
Source: The Open Library
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Search results from The Open Library
1Semimartingales and Their Stochastic Calculus on Manifolds
By Schwartz, Laurent.
“Semimartingales and Their Stochastic Calculus on Manifolds” Metadata:
- Title: ➤ Semimartingales and Their Stochastic Calculus on Manifolds
- Author: Schwartz, Laurent.
- Language: English
- Number of Pages: Median: 187
- Publisher: Gaetan Morin Editeur Ltee
- Publish Date: 1985
“Semimartingales and Their Stochastic Calculus on Manifolds” Subjects and Themes:
- Subjects: ➤ Semimartingales (Mathematics) - Manifolds (Mathematics) - Stochastic processes - Martingales (Mathematics) - Stochastic Processes - Martingales (Mathématiques) - Variétés (Mathématiques) - Semi-martingales (Mathématiques) - Processus stochastiques - Semimartingal - Semimartingales (mathématiques)
Edition Identifiers:
- The Open Library ID: OL12605636M
- Online Computer Library Center (OCLC) ID: 12407915
- All ISBNs: 9782760606609 - 2760606600
Access and General Info:
- First Year Published: 1985
- Is Full Text Available: Yes
- Is The Book Public: No
- Access Status: Borrowable
Online Access
Downloads Are Not Available:
The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.
Online Borrowing:
- Borrowing from Open Library: Borrowing link
- Borrowing from Archive.org: Borrowing link
Online Marketplaces
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2Semimartingales and Stochastic Calculus
By Sheng-Wu He, Jia-Gang Wang and Jia-An Yan
“Semimartingales and Stochastic Calculus” Metadata:
- Title: ➤ Semimartingales and Stochastic Calculus
- Authors: Sheng-Wu HeJia-Gang WangJia-An Yan
- Language: English
- Number of Pages: Median: 400
- Publisher: CRC
- Publish Date: 1992
“Semimartingales and Stochastic Calculus” Subjects and Themes:
- Subjects: ➤ Stochastic processes - Semimartingales (Mathematics) - Stochastic analysis - Semi-martingales (Mathématiques) - Analyse stochastique - MATHEMATICS - Probability & Statistics - General - Bayesian Analysis - Semimartingales (Mathématiques)
Edition Identifiers:
- The Open Library ID: OL8261168M
- Online Computer Library Center (OCLC) ID: 24911982 - 1082255796
- Library of Congress Control Number (LCCN): 91042567
- All ISBNs: 0849377153 - 9780849377150
First Setence:
"Readers are assumed to be familiar with the fundamentals of measure theory and probability theory in Loeve or Neveu, such as measure extension theorem, Radon-Nikodym theorem, dominated convergence theorem, Fatou's lemma, Lp-space, Holder's inequality, conditional mathematical expectation, Jensen's inequality, conditional independence, product probability space and Fubini's theorem."
Access and General Info:
- First Year Published: 1992
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
Online Access
Downloads Are Not Available:
The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.
Online Borrowing:
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3Continuous exponential martingales and BMO
By Norihiko Kazamaki
“Continuous exponential martingales and BMO” Metadata:
- Title: ➤ Continuous exponential martingales and BMO
- Author: Norihiko Kazamaki
- Language: English
- Number of Pages: Median: 90
- Publisher: Springer-Verlag
- Publish Date: 1994
- Publish Location: Berlin - New York
“Continuous exponential martingales and BMO” Subjects and Themes:
- Subjects: ➤ Martingales (Mathematics) - Funktion beschränkter mittlerer Oszillation - Stochastische processen - Martingaltheorie - Semimartingales (Mathématiques) - Martingalen - Martingal - Mathematics - Distribution (Probability theory)
Edition Identifiers:
- The Open Library ID: OL1091731M
- Online Computer Library Center (OCLC) ID: 30359570
- Library of Congress Control Number (LCCN): 94016026
- All ISBNs: 3540580425 - 0387580425 - 9780387580425 - 9783540580423
Access and General Info:
- First Year Published: 1994
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: Unclassified
Online Access
Downloads Are Not Available:
The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.
Online Borrowing:
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Wiki
Source: Wikipedia
Wikipedia Results
Search Results from Wikipedia
Paul-André Meyer
'Strasbourg School' were the development of stochastic integrals for semimartingales, and the concept of a predictable (or previsible) process. IRMA created
Laurent Schwartz
Schwartz by Bernard Malgrange. With 1 DVD. Documents Mathématiques (Paris), 9. Société Mathématique de France, Paris, 2011. x+523 pp. ISBN 978-2-85629-317-1
Albert Badrikian
Ali S. Üstünel: Radonification of cylindrical semimartingales on Hilbert spaces. Annales mathématiques Blaise Pascal, volume 3 (1996) no. 1, pp. 13-21
Probabilities and Potential
Martingale theory, and covers martingales, the Doob-Meyer decomposition, semimartingales (including results like Girsanov's theorem and the Kunita–Watanabe
Stochastic calculus
integral or Fisk–Stratonovich integral of a semimartingale X {\displaystyle X} against another semimartingale Y can be defined in terms of the Itô integral