| 000 | 03052nam a22004815i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-39148-7 | ||
| 003 | DE-He213 | ||
| 005 | 20190213151114.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121227s1988 gw | s |||| 0|eng d | ||
| 020 |
_a9783540391487 _9978-3-540-39148-7 |
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| 024 | 7 |
_a10.1007/BFb0078096 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aMAT029000 _2bisacsh |
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| 072 | 7 |
_aPBT _2thema |
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| 072 | 7 |
_aPBWL _2thema |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aImkeller, Peter. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aTwo-Parameter Martingales and Their Quadratic Variation _h[electronic resource] / _cby Peter Imkeller. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1988. |
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| 300 |
_aIV, 177 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1308 |
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| 505 | 0 | _aNotations and conventions -- Basics; processes depending on a parameter -- Two-parameter processes -- Jumps of martingales and their compensation -- Quadratic variation and structure of martingales. | |
| 520 | _aThis book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783540192336 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783662172698 |
| 830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1308 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0078096 |
| 912 | _aZDB-2-SMA | ||
| 912 | _aZDB-2-LNM | ||
| 912 | _aZDB-2-BAE | ||
| 999 |
_c9529 _d9529 |
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