Processus Aleatoires a Deux Indices: Colloque E.N.S.T. - C.N.E.T., Paris 1980

Author:   H. Korezlioglu ,  G. Mazziotto ,  J. Szpirglas
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1981 ed.
Volume:   863
ISBN:  

9783540108320


Pages:   282
Publication Date:   01 June 1981
Format:   Paperback
Availability:   In Print   Availability explained
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Processus Aleatoires a Deux Indices: Colloque E.N.S.T. - C.N.E.T., Paris 1980


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Author:   H. Korezlioglu ,  G. Mazziotto ,  J. Szpirglas
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1981 ed.
Volume:   863
Dimensions:   Width: 17.00cm , Height: 1.80cm , Length: 25.00cm
Weight:   1.280kg
ISBN:  

9783540108320


ISBN 10:   3540108327
Pages:   282
Publication Date:   01 June 1981
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.
Language:   French

Table of Contents

"Theorie elementaire des processus a deux indices.- Limites ""quadrantales"" des martingales.- Convergence and regularity of strong submartingales.- Discontinuites des processus croissants et martingales a variation integrable.- Sur les discontinuites d'un processus cad-lag a deux indices.- Regularite des martingales a deux indices et inegalites de normes.- Inegalites de Burkholder pour martingales indexees par ? × ?.- Martingales a variation independante du chemin.- Some remarks on integration with respect to weak martingales.- On the decomposition and integration of two-parameter stochastic processes.- Optional increasing paths.- The conditional independence property in filtrations associated to stopping lines.- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double.- Stochastic calculus for a two parameter jump process.- Une propriete markovienne et diffusions associees."

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