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Reelle und Vektorwertige Quasimartingale und die Theorie der Stochastischen Integration

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Author(s): Michel Métivier (auth.)
Series: Lecture Notes in Mathematics 607
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 1977

Language: German
Pages: 310
City: Berlin; Heidelberg; New York
Tags: Mathematics, general

Einführung in die Theorie der stochastischen Integration Der stetige Fall....Pages 1-90
Grundlegende Begriffe für Prozesse....Pages 91-136
Martingale und Quasimartingale....Pages 137-220
Das Stochastische Integral bezüglich eines Semimartingals (reeller Fall)....Pages 221-272
Das Hilbertsche stochastische Integral....Pages 273-298