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2016-04-29
Brownian Motion, Martingales, and Stochastic Calculus - de Jean-Francois Le Gall (Author)
Details Brownian Motion, Martingales, and Stochastic Calculus
Les données ci-dessous sont affichées des données importantes concernant Brownian Motion, Martingales, and Stochastic Calculus
| Le Titre Du Livre | Brownian Motion, Martingales, and Stochastic Calculus |
| Publié Le | 2016-04-29 |
| Traducteur | Saad Asmita |
| Numéro de Pages | 869 Pages |
| Taille du fichier | 35.40 MB |
| Langue | Français & Anglais |
| Éditeur | The Miegunyah Press |
| ISBN-10 | 1536076536-LAG |
| Type de eBook | AMZ ePub PDF DOT WPT |
| Auteur | Jean-Francois Le Gall |
| ISBN-13 | 766-5010802261-LPJ |
| Nom de Fichier | Brownian-Motion-Martingales-and-Stochastic-Calculus.pdf |
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Brownian Motion Martingales and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory
Brownian Motion Martingales and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory
This book is designed as a text for graduate courses in stochastic processes It is written for readers familiar with measuretheoretic probability and discretetime processes who wish to explore stochastic processes in continuous time The vehicle chose
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Achetez et téléchargez ebook Brownian Motion Martingales and Stochastic Calculus Graduate Texts in Mathematics Book 274 English Edition Boutique Kindle Probability Statistics
The vehicle chosen for this exposition is Brownian motion which is presented as the canonical example of both a martingale and a Markov process with continuous paths In this context the theory of stochastic integration and stochastic calculus is developed illustrated by results concerning representations of martingales and change of measure on Wiener space which in turn permit a