Semimartingales: A course on stochastic processes (Q1173334): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:19, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingales: A course on stochastic processes |
scientific article |
Statements
Semimartingales: A course on stochastic processes (English)
0 references
1982
0 references
semimartingales
0 references
Hilbert space valued martingales
0 references
Doob inequalities
0 references
convergence theorems
0 references
quasimartingales
0 references
existence and uniqueness of strong and weak solutions
0 references
