Advanced stochastic processes: Part II
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740311167
Table of contents: title: Content; title: 1. Stochastic differential equations; title: 1.1. Solutions to stochastic differential equations; title: 1.2. A martingale representation theorem; title: 1.3. Girsanov transformation; title: 2. Some related results; title: 2.1. Fourier transforms; title: 2.2. Convergence of positive measures; title: 2.3. A taste of ergodic theory; title: 2.4. Projective limits of probability distributions; title: 2.5. Uniform integrability; title: 2.6. Stochastic processes; title: 2.7. Markov processes; title: 2.8. The DoobMeyer decomposition via Komlos theorem; title: 2.9. Subjects for further research and presentations