On the Martingale Problem for Interactiv

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This book develops stochastic integration with respect to "Brownian trees" and its associated stochastic calculus, with the aim of proving pathwise existence and uniqueness in a stochastic equation driven by a historical Brownian motion. Perkins use…
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    Om On the Martingale Problem for Interactiv

    This book develops stochastic integration with respect to "Brownian trees" and its associated stochastic calculus, with the aim of proving pathwise existence and uniqueness in a stochastic equation driven by a historical Brownian motion. Perkins uses thes

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    Format
    E-Bok
    Kopisperre
    Teknisk DRM
    Filformat
    PDF
    Forlag
    American Mathematical Society
    Språk
    Engelsk
    ISBN
    9781470401283
    Sider
    89

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