1.

Record Nr.

UNICAMPANIAVAN00265664

Autore

Imkeller, Peter

Titolo

Two-Parameter Martingales and Their Quadratic Variation / Peter Imkeller

Pubbl/distr/stampa

Berlin, : Springer, 1988

Descrizione fisica

iv, 177 p. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60E15 - Inequalities; stochastic orderings [MSC 2020]

60G07 - General theory of stochastic processes [MSC 2020]

60G42 - Martingales with discrete parameter [MSC 2020]

60G44 - Martingales with continuous parameter [MSC 2020]

60G48 - Generalizations of martingales [MSC 2020]

60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]

60G60 - Random fields [MSC 2020]

60H05 - Stochastic integrals [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia