A. N. Shiryayev: Theory of Martingales

Cover: 9789401076005 | Theory of Martingales | A. N. Shiryayev (u. a.) | Taschenbuch | xiv

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Beschreibung

One service mathematics has rc:ndered the 'Et moi, "', si j'avait su comment CD revenir, je n'y serais point alle. ' human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled 'discarded non- The series is divergent; tberefore we may be sense'. able to do sometbing witb it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics . . . '; 'One service logic has rendered com puter science . . . '; 'One service category theory has rendered mathematics . . . '. All arguably true_ And all statements obtainable this way form part of the raison d'etre of this series_ This series, Mathematics and Its ApplicatiOns, started in 1977. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope_ At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches.

Inhaltsverzeichnis

I.- 1. Basic Concepts and the Review of Results of 'The General Theory of Stochastic Processes'.- 2. Semimartingales. I. Stochastic Integral.- 3. Random Measures and their Compensators.- 4. Semimartingales. II Canonical Representation.- II.- 5. Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 6. The Space D. Relative Compactness of Probability Distributions of Semimartingales.- 7. Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 8. Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale.- III.- 9. Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes.- 10. Diffusion Approximation for Semimartingales with a Normal Reflexion in a Convex Region.- Historic-Bibliographical notes.

Details

Erscheinungsjahr:	2011
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xiv 792 S.
ISBN-13:	9789401076005
ISBN-10:	9401076006
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Shiryayev, A. N. Liptser, Robert
Auflage:	Softcover reprint of the original 1st edition 1989
Hersteller:	Springer Netherland Springer Netherlands
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 44 mm
Von/Mit:	A. N. Shiryayev (u. a.)
Erscheinungsdatum:	04.10.2011
Gewicht:	1,206 kg

Artikel-ID: 105624761

Inhaltsverzeichnis

Details

Erscheinungsjahr:	2011
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xiv 792 S.
ISBN-13:	9789401076005
ISBN-10:	9401076006
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Shiryayev, A. N. Liptser, Robert
Auflage:	Softcover reprint of the original 1st edition 1989
Hersteller:	Springer Netherland Springer Netherlands
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 44 mm
Von/Mit:	A. N. Shiryayev (u. a.)
Erscheinungsdatum:	04.10.2011
Gewicht:	1,206 kg