Brownian motion, martingales, and stochastic calculus (Q2798413)
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scientific article; zbMATH DE number 6567432
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Brownian motion, martingales, and stochastic calculus |
scientific article; zbMATH DE number 6567432 |
Statements
Brownian Motion, Martingales, and Stochastic Calculus (English)
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12 April 2016
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stochastic calculus
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Brownian motion
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martingale, supermartingale
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semimartingale
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Markov process
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filtration
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stopping time
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Itô formula
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Girsanov's theorem
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stochastic differential equation
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local time
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sample paths
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0.961186945438385
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0.8851482272148132
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0.8704362511634827
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0.8333783745765686
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