標(biāo)題: Titlebook: Stochastic Integration and Differential Equations; Philip E. Protter Book 2005Latest edition Springer-Verlag Berlin Heidelberg 2005 Browni [打印本頁(yè)] 作者: 惡夢(mèng) 時(shí)間: 2025-3-21 18:31
書(shū)目名稱Stochastic Integration and Differential Equations影響因子(影響力)
書(shū)目名稱Stochastic Integration and Differential Equations影響因子(影響力)學(xué)科排名
書(shū)目名稱Stochastic Integration and Differential Equations網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Stochastic Integration and Differential Equations網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Stochastic Integration and Differential Equations被引頻次
書(shū)目名稱Stochastic Integration and Differential Equations被引頻次學(xué)科排名
書(shū)目名稱Stochastic Integration and Differential Equations年度引用
書(shū)目名稱Stochastic Integration and Differential Equations年度引用學(xué)科排名
書(shū)目名稱Stochastic Integration and Differential Equations讀者反饋
書(shū)目名稱Stochastic Integration and Differential Equations讀者反饋學(xué)科排名
作者: blight 時(shí)間: 2025-3-21 21:43 作者: placebo 時(shí)間: 2025-3-22 02:23
Semimartingales and Decomposable Processes,pted processes with left continuous, right-limited paths. Such a space of integrands suffices to establish a change of variables formula (or “It?’s formula”), and it also suffices for many applications, such as the study of stochastic differential equations. Nevertheless the space L is not general e作者: Nmda-Receptor 時(shí)間: 2025-3-22 06:06
General Stochastic Integration and Local Times,ess an integral as a limit of sums requires some path smoothness of the integrands and we limited our attention to processes in L, the space of adapted processes with paths that are left continuous and have right limits The space L is sufficient to prove It?’s formula, the Girsanov-Meyer Theorem, an作者: BRAWL 時(shí)間: 2025-3-22 10:32 作者: 遠(yuǎn)足 時(shí)間: 2025-3-22 15:41 作者: 減少 時(shí)間: 2025-3-22 19:52
General Stochastic Integration and Local Times,d processes with paths that are left continuous and have right limits The space L is sufficient to prove It?’s formula, the Girsanov-Meyer Theorem, and it also suffices in some applications such as stochastic differential equations. But other uses, such as martingale representation theory or local times, require a larger space of integrands.作者: 嘲笑 時(shí)間: 2025-3-22 23:15
Stochastic Differential Equations,generators of their semigroups, which are partial differential operators. Thus Feller’s investigations of diffusions (for example) were actually investigations of partial differential equations, inspired by diffusions.作者: 擺動(dòng) 時(shí)間: 2025-3-23 01:38
Semimartingales and Decomposable Processes, measurable functions in the theory of Lebesgue integration. Thus defining an integral as a limit of sums—which requires a degree of smoothness on the sample paths—is inadequate. In this chapter we lay the groundwork necessary for an extension of our space of integrands, and the stochastic integral is then extended in Chap. IV.作者: 小隔間 時(shí)間: 2025-3-23 06:28 作者: 表主動(dòng) 時(shí)間: 2025-3-23 12:39 作者: expansive 時(shí)間: 2025-3-23 16:33
areholder value. Traditional capital budgeting methods (in particular methods based on net present value) fail to capture the role of managerial degrees of free- dom and therefore tend to lead to a systematic undervaluation of the project. In contrast, the real options approach to investment analysi作者: intoxicate 時(shí)間: 2025-3-23 18:05 作者: 特征 時(shí)間: 2025-3-23 23:05 作者: Outmoded 時(shí)間: 2025-3-24 04:30
Semimartingales and Stochastic Integrals,e saw in Sect. 8 of Chap. I that using Stieltjes integration on a path-by-path basis excludes such fundamental processes as Brownian motion, and martingales in general. Markov processes also in general have paths of unbounded variation and are similarly excluded. Therefore we must find an approach more general than Stieltjes integration.作者: amputation 時(shí)間: 2025-3-24 07:57 作者: HAUNT 時(shí)間: 2025-3-24 14:36 作者: Heretical 時(shí)間: 2025-3-24 17:37 作者: 貧困 時(shí)間: 2025-3-24 22:14 作者: isotope 時(shí)間: 2025-3-25 00:29
Stochastic Integration and Differential Equations978-3-662-10061-5Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: Catheter 時(shí)間: 2025-3-25 04:53
Preliminaries,We assume as given a complete probability space (Ω,., .). In addition we are given a . (..)0≤.≤∞. By a filtration we mean a family of .-algebras (..)0≤.≤∞ that is increasing, i.e., .. ?.. if . ≤ .. For convenience, we will usually write F for the filtration (..)0≤.≤∞.作者: 棲息地 時(shí)間: 2025-3-25 08:18
Philip E. ProtterExercises for solution added.Includes supplementary material: 作者: 大笑 時(shí)間: 2025-3-25 14:21 作者: 幻影 時(shí)間: 2025-3-25 15:54
Book 2005Latest editioncompletely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern tre作者: 畫(huà)布 時(shí)間: 2025-3-25 20:32
ere has not been a comprehensive review of this issue in the academic literature. The fact that interest rates have fiuctuated widely over the recent years furt978-3-540-28512-0Series ISSN 0075-8442 Series E-ISSN 2196-9957 作者: cardiovascular 時(shí)間: 2025-3-26 01:00
Philip E. Protterere has not been a comprehensive review of this issue in the academic literature. The fact that interest rates have fiuctuated widely over the recent years furt978-3-540-28512-0Series ISSN 0075-8442 Series E-ISSN 2196-9957 作者: 現(xiàn)任者 時(shí)間: 2025-3-26 04:27
Philip E. Protterere has not been a comprehensive review of this issue in the academic literature. The fact that interest rates have fiuctuated widely over the recent years furt978-3-540-28512-0Series ISSN 0075-8442 Series E-ISSN 2196-9957 作者: 極少 時(shí)間: 2025-3-26 12:01 作者: BOOST 時(shí)間: 2025-3-26 16:23 作者: Guaff豪情痛飲 時(shí)間: 2025-3-26 17:05 作者: 生來(lái) 時(shí)間: 2025-3-26 22:18
2731-6424 ith elevated qualifications. ?Such changes are not without challenge or difficulty as issues of finance. Questions of appropriate directions of innovation and overall higher education capacity continue to frame the broader issue of the changing nature of graduate education. ??.978-1-137-54783-5Series ISSN 2731-6424 Series E-ISSN 2731-6432 作者: 乞丐 時(shí)間: 2025-3-27 02:45 作者: Neuralgia 時(shí)間: 2025-3-27 09:16
Y. Isozaki,S. Kotanicture, - Source, name of the genus, species, authors, family of the biological source from which the glycoside has been isolated, - Melting point, - Specific rotation, - Molecule weight, - Molecular formula, - UV spectral data : maxima, e or log e , solvent, - IR peaks in cm.-1. with medium in which作者: magnanimity 時(shí)間: 2025-3-27 09:59
Marsupial Linkage Mapsnexpectedly low rates and unusual sex-specific patterns of recombination that run counter to those observed for almost all other vertebrates examined. This chapter describes the history of linkage research in marsupials, summarizes the linkage maps of the tammar wallaby and the gray, short-tailed op作者: Occipital-Lobe 時(shí)間: 2025-3-27 13:40
Greece and the Birth of Containment: An American Perspectives more a matter of alarmist assumptions, loose perceptions and questionable symbolism than of hard facts and geostrategic realities. But in human affairs perceptions and symbolism are important, especially if clothed in an aura of success, as was the application of containment in Greece.作者: rods366 時(shí)間: 2025-3-27 18:50 作者: 受辱 時(shí)間: 2025-3-28 00:43
Front Matter. Oligodendrocytes export lactate through MCT1 transporters upon which neurons can import lactate through lactate transporters and use as a metabolic substrate. Any imbalance of the glutamate and/or lactate homeostasis can lead to neuronal degeneration, as shown in a number of neurodegenerative disorders.作者: 捕鯨魚(yú)叉 時(shí)間: 2025-3-28 02:29
Brad Wuetherick,Aline Germain-Rutherford,Nancy K. Examines issues of equity, openness, and online together in higher education teaching and learning .Reflects on key findings key from a multi-survey initiative, along with lessons learned from a virtu
