Science/Engineering Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (3642023797)

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Nicolas Privault, "Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales"

This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The simultaneous treatment of continuous and jump processes is done in the framework of normal martingales; that includes the Brownian motion and compensated Poisson processes as specific cases. In particular, the basic tools of stochastic analysis (chaos representation, gradient, divergence, integration by parts) are presented in this general setting. Applications are given to functional and deviation inequalities and mathematical finance.

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	Science/Engineering Discrete and Continuous Fourier Transforms: Analysis, Applications and Fast Algorithms Eleanor Chu, "Discrete and Continuous Fourier Transforms: Analysis, Applications and Fast Algorithms"Chapman & Hall/CRC \| 2008-03-19 \| ISBN: 1420063634 \| 424 pages \| PDF \| 2,9 MBLong employed in electrical engineering, the discrete Fourier ...
	Economics/Finances Discrete Parameter Martingales: J. Neveu Discrete Parameter Martingales: J. Neveu Elsevier Science \| ISBN: 0444107088 \| 1975-06 \| PDF / djvu (ocr) \| 238 pages \| 7.89 / 6.64 Mb To see my other books, click .No password
	Embedded Systems Continuous and Discrete Control Systems Author: John DorseyPublisher: Mcgraw-Hill CollegeISBN: 0072483083Control systems engineering is a very important area of study not only for systems engineers but also for analog and digital designers of chips, MEMS designers, and almost eve ...
	Technical Discrete Parameter Martingales ISBN: 0444107088 Publisher: Elsevier Science Author: J. NeveuDescription:This book provides a comprehensive introduction to modern global variational theory on fibred spaces. It is based on differentiation and integration theory of differen ...
	Science/Engineering Stochastic Control in Discrete and Continuous Time Stochastic Control in Discrete and Continuous Time Publisher: Springer \| ISBN: 0387766162 \| edition 2008 \| PDF \| 222 pages \| 2 mbThis book provides a comprehensive introduction to stochastic control problems in discrete and continuous time ...
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