Two-Parameter Martingales and Their Quadratic Variation
Language: English
Published by Springer, 1988
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 26.01
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter 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 two-parameter 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 two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter 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 two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.…
Seller Inventory # 9783540192336
- Title
- Two-Parameter Martingales and Their Quadratic Variation
- Author
- Peter Imkeller
- Publisher
- Springer
- Publication year
- 1988
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540192336
- ISBN 13
- 9783540192336
- Item weight
- 289 grams
- Dimensions
- 235x155x11 mm
"Synopsis" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
| Item | 7 to 10 business days | 5 to 7 business days |
|---|---|---|
| First item | £ 29.74 | £ 38.24 |
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