Probability with Martingales

Probability with Martingales
Author :
Publisher : Cambridge University Press
Total Pages : 274
Release :
ISBN-10 : 0521406056
ISBN-13 : 9780521406055
Rating : 4/5 (055 Downloads)

Book Synopsis Probability with Martingales by : David Williams

Download or read book Probability with Martingales written by David Williams and published by Cambridge University Press. This book was released on 1991-02-14 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.


Probability with Martingales Related Books

Probability with Martingales
Language: en
Pages: 274
Authors: David Williams
Categories: Mathematics
Type: BOOK - Published: 1991-02-14 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
Continuous Martingales and Brownian Motion
Language: en
Pages: 608
Authors: Daniel Revuz
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems con
Peacocks and Associated Martingales, with Explicit Constructions
Language: en
Pages: 412
Authors: Francis Hirsch
Categories: Mathematics
Type: BOOK - Published: 2011-05-24 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due
Continuous Exponential Martingales and BMO
Language: en
Pages: 102
Authors: Norihiko Kazamaki
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

DOWNLOAD EBOOK

In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous expon
Martingales and Stochastic Analysis
Language: en
Pages: 526
Authors: James Yeh
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: World Scientific

DOWNLOAD EBOOK

This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.