Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1982)
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Table of contents (10 chapters)
Reviews
From the reviews:
“The author presents several aspects of stochastic analysis for discrete and continuous-time normal martingales. … variety of operators on the Poisson space is an highlight of this book. … It is finally worth mentioning that this volume of the Lecture Notes in Mathematics includes many interesting applications and that the various notions, properties and proofs are clear and detailed.” (A. Réveillac, Zentralblatt MATH, Vol. 1185, 2010)
“The book under review has the original feature of giving a unified treatment to all normal martingales. … The book is quite accessible to beginners. … its main goal is providing advanced researchers with a study of stochastic analysis in both discrete and continuous time and with a simultaneous treatment of both continuous and jump processes.” (Dominique Lépingle, Mathematical Reviews, Issue 2011 j)
Authors and Affiliations
Bibliographic Information
Book Title: Stochastic Analysis in Discrete and Continuous Settings
Book Subtitle: With Normal Martingales
Authors: Nicolas Privault
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-642-02380-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2009
Softcover ISBN: 978-3-642-02379-8Published: 14 August 2009
eBook ISBN: 978-3-642-02380-4Published: 14 July 2009
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XVI, 282
Topics: Probability Theory and Stochastic Processes, Mathematical Modeling and Industrial Mathematics, Game Theory, Economics, Social and Behav. Sciences