About this nonfiction
Theory of Martingales by R. Sh. Liptser, A. N. Shiryayev (auth.) is a nonfiction available to read on EtoBox.
The shortest path between two truths in the real domain passes through the complex domain.J. Hadamard La physique ne nous donne pas seuIement l' occasion de r.:soudre des problemes ... elle nous fait pressentir Ia solution. H. Poincare Bussum, March 1989 Never lend books, for no one ever returns them; the only books I have in my library are books that other folk: have lent me. Anatole France The function of an expert is not to be more right than other people, but to be wrong for more sophisticated reasons. David Butler Michiel HazewinkelTABLE OF CONTENTS Preface xi PART I CHAPTER 1. BASIC CONCEPTS AND THE REVIEW OF RESULTS OF «THE GENERAL THEORY OF STOCHASTIC PROCESSES» § 1. Stochastic basis. Random times, sets and processes § 2. Optional and predictable a-algebras of random sets . . § 3. Predictable and totally inaccessible random times. Classification of Markov times. Section theorems § 4. Martingales
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- R. Sh. Liptser, A. N. Shiryayev (auth.)
- Publisher
- Springer Netherlands
- Published
- 1989
- Language
- EN
- ISBN
- 9789401076005
- Category
- nonfiction
- Subjects
- Engineering, Mathematics, Science
