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  • Book
  • © 1979

Calcul Stochastique et Problèmes de Martingales

Authors:

  1. Jean Jacod
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 714)

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Table of contents (16 chapters)

  1. Front Matter

    Pages I-X
    PDF

  2. Quelques Notations Et Definitions

    • Jean Jacod
    Pages 1-7

  6. Sous-Espaces Stables De Martingales

    • Jean Jacod
    Pages 113-157

  7. Complements Sur Les Semimartingales

    • Jean Jacod
    Pages 158-189

  9. Changements De Probabilite

    • Jean Jacod
    Pages 211-248

  10. Conditions Pour L'Absolue Continuite

    • Jean Jacod
    Pages 249-277

  11. Changements De Filtration

    • Jean Jacod
    Pages 278-310

  14. Un Second Probleme De Martingales

    • Jean Jacod
    Pages 362-405

  18. Back Matter

    Pages 518-539
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Keywords

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Bibliographic Information

  • Book Title: Calcul Stochastique et Problèmes de Martingales

  • Authors: Jean Jacod

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0064907

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1979

  • Softcover ISBN: 978-3-540-09253-7Published: 01 June 1979

  • eBook ISBN: 978-3-540-35301-0Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: 539

  • Topics: Probability Theory and Stochastic Processes

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Buy it now

eBook USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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