Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics, 1982) - Softcover
This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.
"synopsis" may belong to another edition of this title.
From the Back Cover:
Review:
This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.
From the reviews:
“The author presents several aspects of stochastic analysis for discrete and continuous-time normal martingales. ... variety of operators on the Poisson space is an highlight of this book. ... It is finally worth mentioning that this volume of the Lecture Notes in Mathematics includes many interesting applications and that the various notions, properties and proofs are clear and detailed.” (A. Réveillac, Zentralblatt MATH, Vol. 1185, 2010)
“The book under review has the original feature of giving a unified treatment to all normal martingales. ... The book is quite accessible to beginners. ... its main goal is providing advanced researchers with a study of stochastic analysis in both discrete and continuous time and with a simultaneous treatment of both continuous and jump processes.” (Dominique Lépingle, Mathematical Reviews, Issue 2011 j)
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2009
- ISBN 10 3642023797
- ISBN 13 9783642023798
- BindingPaperback
- Number of pages298
Buy New
Learn more about this copy
US$ 55.79
Shipping:
FREE
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Seller Image
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics) by Privault, Nicolas [Paperback ]
Seller:
Rating
Book Description Soft Cover. Condition: new. Seller Inventory # 9783642023798
Buy New
US$ 55.79
Convert currency
Seller Image
Stochastic Analysis in Discrete and Continuous Settings : With Normal Martingales
Seller:
Rating
Book Description Condition: New. Seller Inventory # 6399190-n
Buy New
US$ 60.63
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics, 1982)
Published by
Springer
(2009)
ISBN 10: 3642023797
ISBN 13: 9783642023798
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Seller Inventory # ABLIING23Mar3113020214112
Buy New
US$ 59.29
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics, 1982)
Seller:
Rating
Book Description Condition: New. Book is in NEW condition. 1.05. Seller Inventory # 3642023797-2-1
Buy New
US$ 77.25
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics, 1982)
Seller:
Rating
Book Description Condition: New. New! This book is in the same immaculate condition as when it was published 1.05. Seller Inventory # 353-3642023797-new
Buy New
US$ 77.26
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings : With Normal Martingales
Published by
Springer
(2009)
ISBN 10: 3642023797
ISBN 13: 9783642023798
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642023798_lsuk
Buy New
US$ 64.51
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings : With Normal Martingales
Seller:
Rating
Book Description PF. Condition: New. Seller Inventory # 6666-IUK-9783642023798
Buy New
US$ 60.75
Convert currency
Seller Image
Stochastic Analysis in Discrete and Continuous Settings : With Normal Martingales
Seller:
Rating
Book Description Condition: New. Seller Inventory # 6399190-n
Buy New
US$ 64.02
Convert currency
Stock Image
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
Seller:
Rating
Book Description Condition: New. 2009. Paperback. . . . . . Seller Inventory # V9783642023798
Buy New
US$ 86.83
Convert currency
Seller Image
Stochastic Analysis in Discrete and Continuous Settings
Published by
Springer Berlin Heidelberg
(2009)
ISBN 10: 3642023797
ISBN 13: 9783642023798
New
Kartoniert / Broschiert
Quantity: > 20
Seller:
Rating
Book Description Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and s. Seller Inventory # 5043670
Buy New
US$ 54.68
Convert currency