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Author:   J. Jacod
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1979 ed.
Volume:   714
Dimensions:   Width: 15.50cm , Height: 2.90cm , Length: 23.50cm
Weight:   1.700kg
ISBN:  

9783540092537

ISBN 10:   3540092536
Pages:   539
Publication Date:   01 June 1979
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Language:   French

Table of Contents

Quelques Notations Et Definitions.- Resume De La Theorie Generale Des Processus.- Martingales, Semimartingales Et Integrales Stochastiques.- Mesures Aleatoires Et Integrales Stochastiques.- Sous-Espaces Stables De Martingales.- Complements Sur Les Semimartingales.- Formules Exponentielles Et Decompositions Multiplicatives.- Changements De Probabilite.- Conditions Pour L'Absolue Continuite.- Changements De Filtration.- Changements De Temps Et Changements D'Espace.- Solutions Extremales d'Un Premier Probleme De Martingales.- Un Second Probleme De Martingales.- Problemes De Martingales: Quelques Exemples.- Equations Differentielles Stochastiques Et Problemes De Martingales.- Representation Integrale Des Solutions De Problemes De Martingales.

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