The Resource Twoparameter martingales and their quadratic variation, Peter Imkeller
Twoparameter martingales and their quadratic variation, Peter Imkeller
Resource Information
The item Twoparameter martingales and their quadratic variation, Peter Imkeller represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Twoparameter martingales and their quadratic variation, Peter Imkeller represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 This book has twofold aims. In a first part it gives an introductory, thorough and essentially selfcontained treatment of the general theory of twoparameter 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 twoparameter 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 twoparameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of oneparameter 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 twoparameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area
 Language
 eng
 Extent
 1 online resource (iv, 177 pages).
 Contents

 Introduction
 Notations and Conventions
 Basics; Processes Depending on a Parameter
 TwoParameter Processes
 Jumps of Martingales and Their Compensation
 Quadratic Variation and Structure of Martingales
 References
 Index of Definitions
 Index of Special Symbols
 Isbn
 9783540391487
 Label
 Twoparameter martingales and their quadratic variation
 Title
 Twoparameter martingales and their quadratic variation
 Statement of responsibility
 Peter Imkeller
 Language
 eng
 Summary
 This book has twofold aims. In a first part it gives an introductory, thorough and essentially selfcontained treatment of the general theory of twoparameter 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 twoparameter 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 twoparameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of oneparameter 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 twoparameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area
 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 (Mathématiques)
 Martingales (Mathematics)
 ZweiparameterMartingal
 Quadratische Variation
 Label
 Twoparameter martingales and their quadratic variation, Peter Imkeller
 Bibliography note
 Includes bibliographical references (pages 169173) 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  TwoParameter 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
 Twoparameter martingales and their quadratic variation, Peter Imkeller
 Bibliography note
 Includes bibliographical references (pages 169173) 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  TwoParameter 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
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Twoparametermartingalesandtheirquadratic/Z633w4GQv04/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Twoparametermartingalesandtheirquadratic/Z633w4GQv04/">Twoparameter martingales and their quadratic variation, Peter Imkeller</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>