Advanced stochastic processes: Part II
Publisher: Bookboon
Published: 2013
ISBN-13: 9788740311167
Table of contents: title: Stochastic differential equations; title: Solutions to stochastic differential equations; title: A martingale representation theorem; title: Girsanov transformation; title: Some related results; title: Fourier transforms; title: Convergence of positive measures; title: A taste of ergodic theory; title: Projective limits of probability distributions; title: Uniform integrability; title: Stochastic processes; title: Markov processes; title: The DoobMeyer decomposition via Komlos theorem; title: Subjects for further research and presentations