Processus Aleatoires a Deux Indices - Colloque E.N.S.T. - C.N.E.T., Paris 1980

List of contents

Theorie elementaire des processus a deux indices.- Limites "quadrantales" des martingales.- Convergence and regularity of strong submartingales.- Discontinuites des processus croissants et martingales a variation integrable.- Sur les discontinuites d'un processus cad-lag a deux indices.- Regularite des martingales a deux indices et inegalites de normes.- Inegalites de Burkholder pour martingales indexees par ? × ?.- Martingales a variation independante du chemin.- Some remarks on integration with respect to weak martingales.- On the decomposition and integration of two-parameter stochastic processes.- Optional increasing paths.- The conditional independence property in filtrations associated to stopping lines.- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double.- Stochastic calculus for a two parameter jump process.- Une propriete markovienne et diffusions associees.

Product details

• Assisted by: H. Korezlioglu (Editor), G Mazziotto (Editor), G. Mazziotto (Editor), J Szpirglas (Editor), J. Szpirglas (Editor)
• Publisher: Springer, Berlin
• Languages: French, English
• Product format: Paperback / Softback
• Released: 26.06.2009
• EAN: 9783540108320
• ISBN: 978-3-540-10832-0
• No. of pages: 282
• Weight: 603 g
• Illustrations: VI, 282 p.
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous