Semimartingales: A course on stochastic processes (Q1173334): Difference between revisions

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Latest revision as of 02:21, 20 March 2024

scientific article
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Semimartingales: A course on stochastic processes
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    Semimartingales: A course on stochastic processes (English)
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    1982
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    semimartingales
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    Hilbert space valued martingales
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    Doob inequalities
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    convergence theorems
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    quasimartingales
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    existence and uniqueness of strong and weak solutions
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