Éditeur : BIRKHAUSSER
ISBN papier: 3764357177
Code produit : 1133991
Catégorisation :
Livres /
Science /
Mathématique /
Actuariat et mathématiques financières
Format | Qté. disp. | Prix* | Commander |
---|---|---|---|
Livre papier | En rupture de stock** |
Prix membre : 59,69 $ Prix non-membre : 59,69 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
**Ce produits est en rupture de stock mais sera expédié dès qu'ils sera disponible.
These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They are organized in nine chapters, six of which are devoted to: expansion of filtration formulae; Burkholder-Gundy inequalities; martingales which vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion attempts to characterize the Brownian filtration. The three remaining chapters concern principal value of diffusion local times, probabilistic representations of the Riemann zeta function, and prograss made on some topics discussed in Part I. Most of the contents of this book are objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest to researchers either in probability theory or in more applied fields, such as mathematical finance.
Livre papier | 0 |
Prix membre : 58,84 $ Prix non-membre : 58,84 $ |
Éditeur : SPRINGER NATURE
ISBN : 3540659439
Parution : 2001