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Theory of Martingales / R. Sh. Liptser, A. N. Shiryaev ; Transl. from the Russian by K. Dzjaparidze
| 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
| 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 | ||
| ||