Two-parameter martingales and their quadratic variation:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
1988
|
| Series: | Lecture notes in mathematics
1308 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IV, 177 S. |
| ISBN: | 3540192336 0387192336 |
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| 245 | 1 | 0 | |a Two-parameter martingales and their quadratic variation |c Peter Imkeller |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1988 | |
| 300 | |a IV, 177 S. | ||
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Record in the Search Index
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| adam_text | Contents
Introduction 1
0. Notations and conventions 23
1. Basics; processes depending on a parameter 28
1. Regular functions and their discontinuities 29
2. Measurability and basic processes 34
3. One directional stopping; a section theorem 42
4. One directional projection theorems 47
5. One directional decomposition theorems 52
6. Regularity of one directional projections 59
II. Two parameter processes 66
7. Two directional stopping; a predictable section
theorem 67
8. Martingale inequalities and applications 72
9. A stochastic integral and the regularity of
martingales 80
10. Two directional projection theorems 86
11. Two directional decomposition theorems 92
III. Jumps of martingales and their compensation 99
12. Simple sets and increasing processes 101
13. The decomposition of simple sets 109
14. The jumps of regular martingales 116
15. The compensation of martingale jumps 124
IV. Quadratic variation and structure of martingales 131
16. Some general results on quadratic variation 132
17. Quadratic variations of compensated components 139
18. Orthogonality of compensated components 147
19. The structure of square integrable martingales 151
IV
20. The quadratic variation of square and L log L
integrable martingales 157
21. Inequalities for the quadratic variation;
a counterexample 162
References 169
Index of definitions 174
Index of special symbols 176
|
| any_adam_object | 1 |
| author | Imkeller, Peter 1951- |
| author_GND | (DE-588)141358343 |
| author_facet | Imkeller, Peter 1951- |
| author_role | aut |
| author_sort | Imkeller, Peter 1951- |
| author_variant | p i pi |
| building | Verbundindex |
| bvnumber | BV000802957 |
| classification_rvk | SI 850 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)230926347 (DE-599)BVBBV000802957 |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV000802957 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:19:41Z |
| institution | BVB |
| isbn | 3540192336 0387192336 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000503108 |
| oclc_num | 230926347 |
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| physical | IV, 177 S. |
| publishDate | 1988 |
| publishDateSearch | 1988 |
| publishDateSort | 1988 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Imkeller, Peter 1951- Verfasser (DE-588)141358343 aut Two-parameter martingales and their quadratic variation Peter Imkeller Berlin [u.a.] Springer 1988 IV, 177 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1308 Quadratische Variation (DE-588)4200224-2 gnd rswk-swf Zweiparameter-Martingal (DE-588)4200225-4 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Martingal (DE-588)4126466-6 s DE-604 Quadratische Variation (DE-588)4200224-2 s Zweiparameter-Martingal (DE-588)4200225-4 s Lecture notes in mathematics 1308 (DE-604)BV000676446 1308 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000503108&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Imkeller, Peter 1951- Two-parameter martingales and their quadratic variation Lecture notes in mathematics Quadratische Variation (DE-588)4200224-2 gnd Zweiparameter-Martingal (DE-588)4200225-4 gnd Martingal (DE-588)4126466-6 gnd |
| subject_GND | (DE-588)4200224-2 (DE-588)4200225-4 (DE-588)4126466-6 |
| title | Two-parameter martingales and their quadratic variation |
| title_auth | Two-parameter martingales and their quadratic variation |
| title_exact_search | Two-parameter martingales and their quadratic variation |
| title_full | Two-parameter martingales and their quadratic variation Peter Imkeller |
| title_fullStr | Two-parameter martingales and their quadratic variation Peter Imkeller |
| title_full_unstemmed | Two-parameter martingales and their quadratic variation Peter Imkeller |
| title_short | Two-parameter martingales and their quadratic variation |
| title_sort | two parameter martingales and their quadratic variation |
| topic | Quadratische Variation (DE-588)4200224-2 gnd Zweiparameter-Martingal (DE-588)4200225-4 gnd Martingal (DE-588)4126466-6 gnd |
| topic_facet | Quadratische Variation Zweiparameter-Martingal Martingal |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000503108&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT imkellerpeter twoparametermartingalesandtheirquadraticvariation |