Author: Sheng-wu He Jia-gang Wang Jia-an Yan
Language: English
ISBN/ISSN: 7030030664/O•568
1992; Hardcover;175×250mm;546
The book contains 16 chapters. The first ten chapters are and elaborate revision based on the book “Anto Martingale Theory and Stochastic Integrals”(in Chinese) written by J.A.Yan, one of the authors, and published in 1981.the last six chapters reflects the new developments of semimartingales and stochastic calculus in the 1980s.
Language: English
ISBN/ISSN: 7030030664/O•568
1992; Hardcover;175×250mm;546
The book contains 16 chapters. The first ten chapters are and elaborate revision based on the book “Anto Martingale Theory and Stochastic Integrals”(in Chinese) written by J.A.Yan, one of the authors, and published in 1981.the last six chapters reflects the new developments of semimartingales and stochastic calculus in the 1980s.
Table of Contents
Contents
ChapterⅠ Preliminaries
ChapterⅡ Classical Martingale Theory
ChapterⅢ Processes and Stopping Times
ChapterⅣ Section Theorems and Their Applications
ChapterⅤ Projections of Processes
ChapterⅥ Martingales with Integrable Variation and Square Integrable Martingales
ChapterⅦ Local Martingales
ChapterⅧ Semimartingales and Quasimartingales
ChapterⅨ Stochastic Integrals
ChapterⅩ Martingale Spaces H1 and BMO
ChapterⅪ The Characteristics of Semimartingales
ChapterⅫ Changes of Measures
ChapterⅩIII Predictable Representaton Property
ChapterⅩⅠⅤ Absolute Continuity and Contiguity of Measures
ChapterⅩⅤ Weak Convergence for Cadlag Processes
ChapterⅩⅥ Weak Convergence for Semimartingales
Reference
Index
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