Martingales (Mathematics)
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The concept Martingales (Mathematics) represents the subject, aboutness, idea or notion of resources found in University of Missouri Libraries.
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Martingales (Mathematics)
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The concept Martingales (Mathematics) represents the subject, aboutness, idea or notion of resources found in University of Missouri Libraries.
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- Martingales (Mathematics)
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- Amarts and set function processes
- Amarts and set function processes
- An introduction to stochastic integration
- Brownian motion, martingales, and stochastic calculus
- Calcul stochastique et problèmes de martingales
- Calcul stochastique et problèmes de martingales
- Classical potential theory and its probabilistic counterpart
- Colloque en l'honneur de Laurent Schwartz : Ecole polytechnique, 30 mai-3 juin 1983
- Continuous Martingales and Brownian motion
- Continuous exponential martingales and BMO
- Continuous exponential martingales and BMO
- Counting processes and survival analysis
- Counting processes and survival analysis
- Derivation and Martingales
- Diffusions, Markov processes, and martingales
- Diffusions, Markov processes, and martingales
- Diffusions, Markov processes, and martingales
- Directed polymers in random environments : École d'été de probabilités de Saint-Flour, XLVI-2016
- Discrete-parameter martingales
- Financial markets and martingales : observations on science and speculation
- Fluctuations in markov processes : time symmetry and martingale approximation
- Fractional Brownian Motion
- Introduction to stochastic integration
- Introduction to stochastic integration
- Introduction to stochastic integration
- Introduction to stochastic integration
- Isomorphisms between H1 spaces
- Isomorphisms between H1 spaces
- Marked point processes on the real line : the dynamic approach
- Markets with transaction costs
- Markets with transaction costs : mathematical theory
- Martingale Hardy spaces and their applications in Fourier analysis
- Martingale Hardy spaces and their applications in Fourier analysis
- Martingale inequalities: seminar notes on recent progress
- Martingale limit theory and its application
- Martingale theory and the Hilbert transform
- Martingales and Markov chains : solved exercises and elements of theory
- Martingales and stochastic analysis
- Martingales and stochastic integrals
- Martingales and stochastic integrals
- Martingales and stochastic integrals I
- Measures, integrals and martingales
- Mouvement brownien, martingales et calcul stochastique
- Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation
- Order and potential resolvent families of kernels
- Order and potential resolvent families of kernels
- PDE and martingale methods in option pricing
- Peacocks and associated martingales, with explicit constructions
- Penalising Brownian paths
- Penalising Brownian paths
- Point processes and queues, martingale dynamics
- Probability and potentials
- Probability theory : independence, interchangeability, martingales
- Probability theory, independence, interchangeability, Martingales
- Probability with martingales
- Processus de Galton-Watson surcritiques
- Radically elementary probability theory
- Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
- Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
- Semi-martingales et grossissement d'une filtration
- Semi-martingales et grossissement d'une filtration
- Semi-martingales sur des variétés et martingales conformes sur des variétés analytiques complexes
- Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes
- Semimartingales and their stochastic calculus on manifolds
- Set-indexed martingales
- Statistics and control of random processes
- Stochastic analysis in discrete and continuous settings : with normal martingales
- Stochastic analysis in discrete and continuous settings : with normal martingales
- Stochastic integration
- Stochastic integration and differential equations
- Stochastic integration and differential equations : a new approach
- Stochastic integration and generalized martingales
- Stochastic integration theory
- Stochastic processes and integration
- Stopping time techniques for analysts and probabilists
- Stopping times and directed processes
- Sur l'intégrale stochastique et la dècomposition de Doob-Meyer
- The Profitable Art and Science of Vibratrading : Non-Directional Vibrational Trading Methodologies for Consistent Profits
- The moment inequalities of Martingales
- Two-parameter martingales and their quadratic variation
- Two-parameter martingales and their quadratic variation
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/resource/s2w6-YMCbLo/" typeof="CategoryCode http://bibfra.me/vocab/lite/Concept"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/resource/s2w6-YMCbLo/">Martingales (Mathematics)</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>
