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  • Book
  • © 1977

Reelle und Vektorwertige Quasimartingale und die Theorie der stochastischen Integration

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 607)

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Table of contents (5 chapters)

  1. Front Matter

    Pages I-IX
  2. Grundlegende Begriffe für Prozesse

    • Michel Métivier
    Pages 91-136
  3. Martingale und Quasimartingale

    • Michel Métivier
    Pages 137-220
  4. Das Hilbertsche stochastische Integral

    • Michel Métivier
    Pages 273-298
  5. Back Matter

    Pages 299-310

Keywords

  • Martingal
  • Martingale
  • Quasimartingale
  • Semimartingal
  • Stochastisches Integral

Bibliographic Information

  • Book Title: Reelle und Vektorwertige Quasimartingale und die Theorie der stochastischen Integration

  • Authors: Michel Métivier

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0069563

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1977

  • Softcover ISBN: 978-3-540-08434-1Published: 01 October 1977

  • eBook ISBN: 978-3-540-37116-8Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: 310

  • Topics: Probability Theory

Buying options

eBook USD 34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 49.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions