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Brownian Motion, Martingales, and Stochastic Calculus
Jean-François Le Gall
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- Editora: UmLivro
- Ano: 2016
- ISBN: 9783319310886
- Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartingales.- Stochastic integration.- General theory of Markov processes.- Brownian motion and partial differential equations.- Stochastic differential equations.- Local times.- The monotone c
Descrição: Gaussian variables and Gaussian processes.- Brownian motion.- Filtrations and martingales.- Continuous semimartinga... Veja mais