Two-Parameter Martingales and Their Quadratic Variation
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The se...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1988, 1988
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| Edition: | 1st ed. 1988 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Notations and conventions
- Basics; processes depending on a parameter
- Two-parameter processes
- Jumps of martingales and their compensation
- Quadratic variation and structure of martingales