Springer
Stochastic Integrals (English, D. Williams)
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Book Details
| ISBN-13 | 9783540106906 |
| ISBN-10 | 3540106901 |
Product Description
About the Book
To begin at the beginning: .- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hörmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochast…
ISBN: 9783540106906
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