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Francis Hirsch, Christophe Profeta, Bernard Roynette et al.

Peacocks and Associated Martingales, with Explicit Constructions

Milano: Springer Milan, 2011

Title

Peacocks and Associated Martingales, with Explicit Constructions

Involved 

Francis Hirsch (Mitwirkender)
Christophe Profeta (Mitwirkender)
Bernard Roynette (Mitwirkender)
Marc Yor (Mitwirkender)

Published

Milano: Springer Milan
2011

Extent

Online-Ressource

ISBN

978-88-470-1908-9

Country

Deutschland

Topic

Mathematik

Subject

Brownian motion
Convex order
Markov processes
Martingales
Peacocks

Other editions

Erscheint auch als Druck-Ausgabe: Peacocks and Associated Martingales, with Explicit Constructions

Persistent identifier

urn:nbn:de:1111-20110724870 (URN)
10.1007/978-88-470-1908-9 (DOI)

Further information

Lizenzpflichtig

Record ID

1013782828
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