Probability Theory II

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This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimarting...

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This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimarting...

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  • Formats: epub
  • ISBN: 9783031631931
  • Publication Date: 2 Sept 2024
  • Publisher: Springer Nature Switzerland
  • Product language: English
  • Drm Setting: DRM