Zur Zeit liegt uns keine Inhaltsangabe vor.
Klappentext
Zur Zeit liegt uns keine Inhaltsangabe vor.
Inhalt
I. Martingales and Stochastic Integrals.- § 1. Martingales and Their Generalizations.- § 2. Stochastic Integrals.- § 3. Itô's Formula.- II. Stochastic Differential Equations.- § 1. General Problems of the Theory of Stochastic Differential Equations.- § 2. Stochastic Differential Equations without an After-Effect.- § 3. Limit Theorems for Sequences of Random Variables and Stochastic Differential Equations.- III. Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm.- § 1. Itô Processes.- § 2. Stochastic Differential Equations for Processes of Diffusion Type.- § 3. Diffusion Processes in Rm.- § 4. Continuous Homogeneous Markov Processes in Rm.- Remarks.- Appendix: Corrections to Volumes I and II.