minaret 发表于 2025-3-26 21:25:25

http://reply.papertrans.cn/20/1914/191325/191325_31.png

远足 发表于 2025-3-27 02:47:43

http://reply.papertrans.cn/20/1914/191325/191325_32.png

Afflict 发表于 2025-3-27 07:24:33

Stochastic Integration,erizing Brownian motion as a continuous local martingale with quadratic variation process equal to ., the Burkholder–Davis–Gundy inequalities and the representation of martingales as stochastic integrals in a Brownian filtration. The end of the chapter is devoted to Girsanov’s theorem, which deals w

Flounder 发表于 2025-3-27 12:34:09

http://reply.papertrans.cn/20/1914/191325/191325_34.png

evanescent 发表于 2025-3-27 17:22:36

http://reply.papertrans.cn/20/1914/191325/191325_35.png

Supplement 发表于 2025-3-27 19:07:58

http://reply.papertrans.cn/20/1914/191325/191325_36.png

水汽 发表于 2025-3-27 22:35:50

http://reply.papertrans.cn/20/1914/191325/191325_37.png

AUGER 发表于 2025-3-28 05:12:04

Textbook 2016ownian Motion, Martingales, and Stochastic Calculus. provides astrong theoretical background to the reader interested in such developments..Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on co

osculate 发表于 2025-3-28 09:20:19

Gaussian Variables and Gaussian Processes,t Gaussian random variables and Gaussian vectors. We then discuss Gaussian spaces and Gaussian processes, and we establish the fundamental properties concerning independence and conditioning in the Gaussian setting. We finally introduce the notion of a Gaussian white noise, which is used to give a s

合适 发表于 2025-3-28 12:53:09

http://reply.papertrans.cn/20/1914/191325/191325_40.png
页: 1 2 3 [4] 5
查看完整版本: Titlebook: Brownian Motion, Martingales, and Stochastic Calculus; Jean-François Le Gall Textbook 2016 Springer International Publishing Switzerland 2