Mátyás ARATÓ - András BENCZÚR - András KRÁMLI - József PERGEL: Statistical problems op the elementary gaussian processes (SZTAKI Tanulmányok 22/1974)

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5 Contents: /Part I/ Page Chapter 11 Basic concepts and definitions4 fl 21 Regularity and singularity 20 fl З: Brownian motion process 27 fl 4: Differentiation and integration 42 fl 5*. Stochastic measures and integrals 49 fl 6: Integral representation of stochastic processes СГ, II7: Stochastic integrals 60 fl s: A theorem of Levy 72 fl9: Stochastic differentials and a theorem of Ito 80 II lo*. On martingales and semi martingales 87 fl 11: Some properties of stochastic integrals as functions of the upper bound 110 fl 12: Solutions of stochastic differential equations 117 II 13: Stochastic integrals in multidimensional case 127 fl 14: Bibliography 130

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