Martingales And Stochastic Analysis

Martingales And Stochastic Analysis
Author: James J Yeh
Publisher: World Scientific
Total Pages: 516
Release: 1995-12-08
Genre: Mathematics
ISBN: 9814499609


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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.


Martingales And Stochastic Analysis
Language: en
Pages: 516
Authors: James J Yeh
Categories: Mathematics
Type: BOOK - Published: 1995-12-08 - Publisher: World Scientific

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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
Brownian Motion, Martingales, and Stochastic Calculus
Language: en
Pages: 282
Authors: Jean-François Le Gall
Categories: Mathematics
Type: BOOK - Published: 2016-04-28 - Publisher: Springer

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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Stochastic Analysis in Discrete and Continuous Settings
Language: en
Pages: 322
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2009-07-14 - Publisher: Springer

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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
Martingales and Stochastic Integrals I
Language: en
Pages: 96
Authors: Paul-Andre Meyer
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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Stochastic Analysis
Language: en
Pages: 218
Authors: Shigeo Kusuoka
Categories: Mathematics
Type: BOOK - Published: 2020-10-20 - Publisher: Springer Nature

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This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob