Martingale und Prozesse by Ren? L. Schilling (German) Paperback Book
$ 17.66
Description
Martingale und Prozesse by Ren? L. Schilling (German) Paperback Book. Martingale und Prozesse by René L. Schilling. Dieses Lehrbuch führt schnell, verlässlich und präzise zu den wichtigsten Ergebnissen der Theorie der Brownschen Bewegungen hin. Title Martingale und Prozesse. Martingale und Prozesse by René L. Schilling Estimated delivery 3-12 business days Format Paperback Condition Brand New Description Brownsche Bewegungen sind eine der wichtigsten stochastischen Prozesse in stetiger Zeit mit stetigem Phasenraum. Dieses Lehrbuch führt schnell, verlässlich und präzise zu den wichtigsten Ergebnissen der Theorie der Brownschen Bewegungen hin. Publisher Description This is the third volume of the series "Moderne Stochastik" (Modern Stochastics). As a follow-up to the volume "Wahrscheinlichkeit" (Probability Theory) it gives an intrdouction to dynamical aspects of probability theory using stochastic processes in discrete time. The first part of the book covers discrete martingales - their convergenc behaviour, optional sampling and stopping, uniform integrability and essential martingale inequalities. The power of martingale techniques is illustrated in the chapters on applications of martingales in classical probability and on the Burkholder-Davis-Gundy inequalities. The second half of the book treats random walks on Zd and Rd, their fluctuation behaviour, recurrence and transience. The last two chapters give a brief introduction to probabilistic potential theory and an outlook of further developments: Brownian motion and Donsker's invariance principle ContentsFair Play Conditional Expectation Martingale Stopping and Localizing Martingale Convergence L2-Martingales Uniformly Integrable Martingales Some Classical Results of Probability Elementary Inequalities for Martingales The Burkholder–Davis–Gundy Inequalities Random Walks on d – the first steps Fluctuations of Simple Random Walks on ZRecurrence and Transience of General Random WalksRandom Walks and AnalysisDonsker's Invariance Principle and Brownian Motion Details ISBN 311035067X ISBN-13 9783110350678 Title Martingale und Prozesse Author René L. Schilling Format Paperback Year 2018 Pages 206 Publisher De Gruyter GEItemID:119797265; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
