| 书目名称 | Stochastic Integration and Differential Equations | | 副标题 | A New Approach | | 编辑 | Philip Protter | | 视频video | | | 丛书名称 | Stochastic Modelling and Applied Probability | | 图书封面 |  | | 描述 | The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984. Faced with the problem of teaching stochastic integration in only a few weeks, I realized that the work of C. Dellacherie [2] provided an outline for just such a pedagogic approach. I developed this into aseries of lectures (Protter [6]), using the work of K. Bichteler [2], E. Lenglart [3] and P. Protter [7], as well as that of Dellacherie. I then taught from these lecture notes, expanding and improving them, in courses at Purdue University, the University of Wisconsin at Madison, and the University of Rouen in France. I take this opportunity to thank these institut ions and Professor Rolando Rebolledo for my initial invitation to Chile. This book assumes the reader has some knowledge of the theory of stochastic processes, including elementary martingale theory. While we have recalled the few necessary martingale theorems in Chap. I, we have not provided proofs, as there are already many excellent treatments of martingale theory readily available (e. g. , Breiman [1], Dellacherie-Meyer [1,2], or Ethier Kurtz [1]). Th | | 出版日期 | Book 19901st edition | | 关键词 | Markov; Martingal; Martingale; Semimartingal; Semimartingale; Stochastic Integration; boundary element met | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-02619-9 | | isbn_ebook | 978-3-662-02619-9Series ISSN 0172-4568 Series E-ISSN 2197-439X | | issn_series | 0172-4568 | | copyright | Springer-Verlag Berlin Heidelberg 1990 |
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发表于 2025-3-21 20:01:21
