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Semi-martingales sur des varietes, et martingales conformes sur des varietes analytiques complexes de L. Schwartz

Semi-martingales sur des varietes, et martingales conformes sur des varietes analytiques complexes: Lecture Notes in Mathematics, cartea 780

Autor L. Schwartz
fr Limba Franceză Paperback – mar 1980

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Specificații

ISBN-13: 9783540097495
ISBN-10: 354009749X
Pagini: 152
Ilustrații: 132 p.
Dimensiuni: 155 x 235 x 8 mm
Greutate: 0.22 kg
Ediția:1980
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Semi-martingales a valeurs dans une variete differentielle.- Localisation des semi-martingales, et passage du local au global.- Localisation des processus attaches a une semi-martingale vectorielle; Equivalences de semi-martingales vectorielles.- Martingales conformes a valeurs vectorielles et leurs localisations.- Martingales et semi-martingales conformes a valeurs dans des varietes analytiques complexes.- Sous-espaces stables de martingales reeles. sous-espaces stables et integrales stochastiques associees a une semi-martingale a valeurs dans une variete.- Sous-espaces stables de martingales complexes. sous-espaces stables et integrales stochastiques associes a une semi-martingale conforme a valeurs dans une variete ?-analytique.- Diffusion et mouvement brownien sur une variete sans bord.