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Preliminaries

  • Alexander D. KolesnikEmail author
  • Nikita Ratanov
Chapter
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Abstract

In this chapter we recall the main mathematical notions and concepts of the required theory on probability and calculus.

Keywords

Markov processes Brownian motion Stochastic integrals Poisson process Bessel functions Generalised functions 

References

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    Itô, K., McKean, H.P.: Diffusion Processes and Their Sample Paths, 2nd corr. printing, Die Grundlehren der mathematischen Wissenschaften, vol. 125. Springer, Berlin (1974)Google Scholar
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    Shreve, S.: Stochastic Calculus for Finance. II. Continuous Time Models. Springer, Berlin (2004)Google Scholar
  3. 3.
    Daley, D.J., Vere-Jones, D.: An Introduction to the Theory of Point Processes. V. 1: Elementary Theory and Methods, 2nd edn. Springer, Berlin (2003)Google Scholar
  4. 4.
    Abramowitz, M., Stegun, I.A. (eds.): Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 10th printing. Dover, New York (1972)Google Scholar
  5. 5.
    Gel’fand, I.M., Shilov, G.E.: Generalized Functions. Spaces of Fundamental and Generalized Functions, vol. 2. Academic Press, New York (1968)Google Scholar

Copyright information

© The Author(s) 2013

Authors and Affiliations

  1. 1.Institute of Mathematics and Computer ScienceAcademy of Sciences of Moldova Numerical Analysis and ProbabilityKishinevMoldova
  2. 2.Faculty of EconomicsUniversidad del RosarioBogotáColombia

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