Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze |
Autore | Liptser, Robert S. |
Pubbl/distr/stampa | Dordrecht, : Kluwer, 1989 |
Descrizione fisica | xiv, 792 p. ; 24 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Adapted processes
Classification Ergodic theory Filtration Law of large numbers Local martingales Markov Processes Martingales Mixing Point processes Probability distribution Quadratic variations Semimartingales Variance finite-dimensional distribution |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0267393 |
Liptser, Robert S. | ||
Dordrecht, : Kluwer, 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze |
Autore | Liptser, Robert S. |
Pubbl/distr/stampa | Dordrecht, : Kluwer, 1989 |
Descrizione fisica | xiv, 792 p. ; 24 cm |
Altri autori (Persone) | Shiryaev, Albert N. |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B10 - Convergence of probability measures [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
Soggetto non controllato |
Adapted processes
Classification Ergodic theory Filtration Law of large numbers Local martingales Markov Processes Martingales Mixing Point processes Probability distribution Quadratic variations Semimartingales Variance finite-dimensional distribution |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00267393 |
Liptser, Robert S. | ||
Dordrecht, : Kluwer, 1989 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|