Udvidet returret til d. 31. januar 2025

Peacocks and Associated Martingales, with Explicit Constructions

Bag om Peacocks and Associated Martingales, with Explicit Constructions

We call peacock an integrable process which is increasing in the convex order;In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847019072
  • Indbinding:
  • Hardback
  • Sideantal:
  • 388
  • Udgivet:
  • 24. maj 2011
  • Størrelse:
  • 235x155x25 mm.
  • Vægt:
  • 793 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 20. november 2024

Beskrivelse af Peacocks and Associated Martingales, with Explicit Constructions

We call peacock an integrable process which is increasing in the convex order;In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings.

Brugerbedømmelser af Peacocks and Associated Martingales, with Explicit Constructions



Find lignende bøger
Bogen Peacocks and Associated Martingales, with Explicit Constructions findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.