✍️ 🧑‍🦱 💚 Autor:innen verdienen bei uns doppelt. Dank euch haben sie so schon 372.752 € mehr verdient. → Mehr erfahren 💪 📚 🙏

Some Aspects of Brownian Motion

Some Aspects of Brownian Motion

von Marc Yor
Softcover - 9783764357177
32,05 €
  • Versandkostenfrei
Auf meine Merkliste
  • Hinweis: Print on Demand. Lieferbar in 2 Tagen.
  • Lieferzeit nach Versand: ca. 1-2 Tage
  • inkl. MwSt. & Versandkosten (innerhalb Deutschlands)

Autorenfreundlich Bücher kaufen?!

Beschreibung

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, . . .

Part II: Some Recent Martingale Problems

Details

Verlag Springer Basel
Ersterscheinung 20. März 1997
Maße 23.5 cm x 15.5 cm
Gewicht 260 Gramm
Format Softcover
ISBN-13 9783764357177
Seiten 148

Herstellerinformationen +