cardiovascular 发表于 2025-3-25 04:33:56

Generators and Time Reversal,In this chapter, we take up the study of Markov processes. We assume that the reader has read Sect. 1 and 2 in Chap. III.

compassion 发表于 2025-3-25 11:15:40

,Girsanov’s Theorem and First Applications,In this chapter we study the effect on the space of continuous semimartingales of an absolutely continuous change of probability measure. The results we describe have far-reaching consequences from the theoretical point of view as is hinted at in Sect. 2; they also permit many explicit computations as is seen in Sect. 3.

阴郁 发表于 2025-3-25 11:58:37

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Derogate 发表于 2025-3-25 18:35:03

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婴儿 发表于 2025-3-25 23:03:01

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habile 发表于 2025-3-26 03:47:46

Excursions,Throughout this section, we consider a measurable space (., .) to which is added a point . and we set .. = . ∪ {.},.. = . (., {.}).

不整齐 发表于 2025-3-26 05:05:15

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Pulmonary-Veins 发表于 2025-3-26 11:15:12

Introduction,r at least of phenomena which can be thought of as a function both of time and of a random factor. Such are for instance the price of certain commodities, the size of some populations, or the number of particles registered by a Geiger counter.

exostosis 发表于 2025-3-26 13:18:20

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玩忽职守 发表于 2025-3-26 17:29:34

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查看完整版本: Titlebook: Continuous Martingales and Brownian Motion; Daniel Revuz,Marc Yor Book 1999Latest edition Springer-Verlag Berlin Heidelberg 1999 Bessel pr