Two-Parameter Martingales and Their Quadratic Variation

Name: Two-Parameter Martingales and Their Quadratic Variation
Brand: Springer Nature
SKU: 9783540391487
Availability: InStock

Two-Parameter Martingales and Their Quadratic Variation

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783540391487

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $29.99 - $29.99

BEST PRICE

Single Product Purchase

$27.00

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$29.99	$29.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$27.00		See Site	In stock	Visit Store