Stochastic Integrals (English, D. Williams)
by D. Williams
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540106906
ISBN-10
3540106901
Author
D. Williams
About the Book
To begin at the beginning: .- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hörmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochast…
ISBN: 9783540106906
ISBN-13: 9783540106906
ISBN-10: 3540106901
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Product ID: isbn-9783540106906
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