Martingales et intégration stochastique

The aim of this book is to give an elementary and essential introduction to the stochastic integration with respect to a semi-martingale. It is supposed to be useful to the beginner as a starting point for additional studies and readings in the subject. The exposed theory is only about real-valued processes. The prerequisites for this book are of an average level; basically the reader is supposed to be familiar with the language of probability and with the basilar notions of measure theory.

Product details

• Authors: Giorgio Letta
• Publisher: Springer, Berlin
• Languages: French
• Product format: Paperback / Softback
• Released: 01.01.1984
• EAN: 9788876422904
• ISBN: 978-88-7642-290-4
• No. of pages: 190
• Illustrations: 190 p.
• Series: Publications of the Scuola Normale Superiore; Publications of the Scuola Nor; Publications of the Scuola Nor; Publications of the Scuola Normale Superiore
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Analysis