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Paperback Stochastic Calculus and Applications Book
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ISBN: 1493936816

ISBN13: 9781493936816

Stochastic Calculus and Applications

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Format: Paperback

Condition: New

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Book Overview

Part I: Measure Theoretic Probability.- Measure Integral.- Probabilities and Expectation.- Part II: Stochastic Processes.- Filtrations, Stopping Times and Stochastic Processes.- Martingales in Discrete Time.- Martingales in Continuous Time.- The Classification of Stopping Times.- The Progressive, Optional and Predicable -Algebras.- Part III: Stochastic Integration.- Processes of Finite Variation.- The Doob-Meyer Decomposition.- The Structure of...

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Engineering Math Mathematics Science & Math Technology

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