Continuous martingales and brownian motion : third edition
Material type: TextSeries: Grundlehren der mathematischen Wissenschaften ; Vol. 293Publication details: Heidelberg: Springer-Verlag, [c1991]Edition: 3rd edDescription: 606 pISBN: 9783540643258LOC classification: QA274.5Item type | Current library | Collection | Shelving location | Call number | Status | Notes | Date due | Barcode | Item holds |
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Book | ICTS | Mathematic | Rack No 5 | QA274.5 (Browse shelf (Opens below)) | Available | Billno: IN00 2054; Billdate: 04.07.2018 | 01212 |
1. Introduction
2. Martingales
3. Markov Processes
4. Stochastic Integration
5. Representation of Martingales
6. Local Times
7. Generators and Time Reversal
8. Girsanov’s Theorem and First Applications
9. Stochastic Differential Equations
10. Additive Functionals of Brownian Motion
11. Bessel Processes and Ray-Knight Theorems
12. Excursions
13. Limit Theorems in Distribution
This is the book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research. --- summary provided by publisher
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