Stochastic Analysis in Discrete and Continuous Settings With Normal Martingales /
This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The si...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Σειρά: | Lecture Notes in Mathematics,
1982 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- The Discrete Time Case
- Continuous Time Normal Martingales
- Gradient and Divergence Operators
- Annihilation and Creation Operators
- Analysis on the Wiener Space
- Analysis on the Poisson Space
- Local Gradients on the Poisson Space
- Option Hedging in Continuous Time.