Coverart for item
The Resource Two-parameter martingales and their quadratic variation, Peter Imkeller

Two-parameter martingales and their quadratic variation, Peter Imkeller

Label
Two-parameter martingales and their quadratic variation
Title
Two-parameter martingales and their quadratic variation
Statement of responsibility
Peter Imkeller
Creator
Subject
Language
eng
Summary
This 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
Member of
Cataloging source
SPLNM
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Imkeller, Peter
Dewey number
519.236
Index
index present
LC call number
  • QA3
  • QA274.5
LC item number
.L28 no. 1308
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Lecture notes in mathematics,
Series volume
1308
http://library.link/vocab/subjectName
  • Martingales (Mathematics)
  • Martingales (Mathematics)
  • Zweiparameter-Martingal
  • Quadratische Variation
Label
Two-parameter martingales and their quadratic variation, Peter Imkeller
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 169-173) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Notations and Conventions -- Basics; Processes Depending on a Parameter -- Two-Parameter Processes -- Jumps of Martingales and Their Compensation -- Quadratic Variation and Structure of Martingales -- References -- Index of Definitions -- Index of Special Symbols
Control code
298568012
Dimensions
unknown
Extent
1 online resource (iv, 177 pages).
Form of item
online
Isbn
9783540391487
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)298568012
Label
Two-parameter martingales and their quadratic variation, Peter Imkeller
Publication
Bibliography note
Includes bibliographical references (pages 169-173) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Notations and Conventions -- Basics; Processes Depending on a Parameter -- Two-Parameter Processes -- Jumps of Martingales and Their Compensation -- Quadratic Variation and Structure of Martingales -- References -- Index of Definitions -- Index of Special Symbols
Control code
298568012
Dimensions
unknown
Extent
1 online resource (iv, 177 pages).
Form of item
online
Isbn
9783540391487
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)298568012

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...