Optional processes : theory and applications /: theory and applications. (2020)
- Record Type:
- Book
- Title:
- Optional processes : theory and applications /: theory and applications. (2020)
- Main Title:
- Optional processes : theory and applications
- Further Information:
- Note: Mohamed Abdelghani and Alexander Melnikov.
- Authors:
- Abdelghani, Mohamed
Melʹnikov, A. V, 1953- - Contents:
- 1. Spaces, Laws and Limits. 2. Stochastic Processes. 3. Martingales. 4. Strong Supermartingales. 5. Optional Martingales. 6. Optional Supermartingales Decomposition. 7. Calculus of Optional Semimartingales. 8. Optional Stochastic Equations. 9. Optional Financial Markets. 10. Defaultable Markets on Unusual Space. 11. Filtering of Optional Semimartingales. Bibliography. Index.
- Edition:
- 1st
- Publisher Details:
- Boca Raton : Chapman & Hall/CRC
- Publication Date:
- 2020
- Extent:
- 1 online resource
- Subjects:
- 519.23
Stochastic processes
Calculus - Languages:
- English
- ISBNs:
- 9780429809248
9780429809255
9780429442490 - Related ISBNs:
- 9781138337268
- Notes:
- Note: Includes bibliographical references and index.
Note: Description based on CIP data; resource not viewed. - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.512951
- Ingest File:
- 03_093.xml