Stochastic analysis
Auteur :
Kusuoka, Shigeo
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811588631
Date de publication :
20 oct. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.