Martingale in Diskreter Zeit (English, Harald Luschgy)
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Book Details
Publisher
Springer Spektrum
Language
English
ISBN-13
9783642299605
ISBN-10
3642299601
Author
Harald Luschgy
About the Book
Dieses Lehrbuch bietet neben einer umfassenden Darstellung der Theorie der Martingale in diskreter Zeit auch ausf�hrliche Anwendungen. Die behandelten Themen reichen von klassischem Material �ber Zerlegungen von stochastischen Prozessen und Submartingalen, quadratische Variation und quadratische Charakteristik, Kompensatoren und Potentiale, Stoppzeiten und gestoppte Prozesse, Ungleichungen, Konvergenz und lokale Konvergenz, starke Gesetze der gro…
ISBN: 9783642299605
ISBN-13: 9783642299605
ISBN-10: 3642299601
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Product ID: isbn-9783642299605
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