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- catalog abstract "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 second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.".
- catalog contributor b2119375.
- catalog created "c1988.".
- catalog date "1988".
- catalog date "c1988.".
- catalog dateCopyrighted "c1988.".
- catalog description "Bibliography: p. [169]-173.".
- catalog description "Contents: Introduction -- Notations and Conventions -- Basics; Processes Depending on a Parameter -- Two-Parameter Processes -- Jumps of Martingales and Their Compensation -- Quadratic Variation and Structure of Martingales -- References -- Index of Definitions -- Index of Special Symbols.".
- catalog description "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 second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.".
- catalog extent "iv, 177 p. ;".
- catalog hasFormat "Two-parameter martingales and their quadratic variation.".
- catalog identifier "0387192336 (U.S.)".
- catalog identifier "3540192336".
- catalog isFormatOf "Two-parameter martingales and their quadratic variation.".
- catalog isPartOf "Lecture notes in mathematics (Springer-Verlag) ; 1308.".
- catalog isPartOf "Lecture notes in mathematics ; 1308".
- catalog issued "1988".
- catalog issued "c1988.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer-Verlag,".
- catalog relation "Two-parameter martingales and their quadratic variation.".
- catalog subject "510 .s 519.2/87 19".
- catalog subject "Distribution (Probability theory).".
- catalog subject "Martingales (Mathematics)".
- catalog subject "Mathematics.".
- catalog subject "QA3 .L28 no. 1308 QA274.5".
- catalog tableOfContents "Contents: Introduction -- Notations and Conventions -- Basics; Processes Depending on a Parameter -- Two-Parameter Processes -- Jumps of Martingales and Their Compensation -- Quadratic Variation and Structure of Martingales -- References -- Index of Definitions -- Index of Special Symbols.".
- catalog title "Two-parameter martingales and their quadratic variation / Peter Imkeller.".
- catalog type "text".