Quadratic Variation : Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory)
Language: English
Published by Omniscriptum, 2010
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 191.13
Quantity: 1 available
Add to basketItem description from seller
nach der Bestellung gedruckt Neuware - Printed after ordering - High Quality Content by WIKIPEDIA articles! In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. A process X is said to have finite variation if it is has bounded variation over every finite time interval (with probability 1). Such processes are very common including, in particular, all continuously differentiable functions. The quadratic variation exists for all continuous finite variation processes, and is zero. This statement can be generalized to non-continuous processes. Any càdlàg finite variation process X has quadratic variation equal to the sum of the squares of the jumps of X.
Seller Inventory # 9786130498016
- Title
- Quadratic Variation : Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory)
- Author
- Miriam T. Timpledon
- Publisher
- Omniscriptum
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 6130498012
- ISBN 13
- 9786130498016
- Item weight
- 173 grams
- Dimensions
- 220x150x7 mm
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|---|---|---|
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