Research Catalog

Stochastic integration / Michel Métivier, J. Pellaumail.

Title
  1. Stochastic integration / Michel Métivier, J. Pellaumail.
Published by
  1. New York : Academic Press, 1980.
Author
  1. Métivier, Michel, 1931-

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Details

Additional authors
  1. Pellaumail, Jean
Description
  1. xii, 196 p.; 24 cm.
Series statement
  1. Probability and mathematical statistics
Uniform title
  1. Probability and mathematical statistics.
Subject
  1. Stochastic integrals
  2. Martingales (Mathematics)
  3. Decomposition (Mathematics)
Contents
  1. Stochastic integral with respect to [pi]-processes -- The Ito formula -- Stochastic integral equations -- Martingales and semimartingales -- Stochastic measures -- Special features of infinite-dimensional stochastic integration.
Owning institution
  1. Harvard Library
Note
  1. Includes index.
Bibliography (note)
  1. Bibliography: p. 188-194.
Processing action (note)
  1. committed to retain