随机过程用的极限定理（第2版）（法）杰克德 世界图书出版公司
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作者杰克德
出版社世界图书出版公司
出版时间2013-10
装帧平装
上书时间2024-12-24
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基本信息
书名:随机过程用的极限定理 第2版
定价：89.00 元
作者:（法）杰克德 著
出版社：世界图书出版公司
出版日期：2013年10月
ISBN：9787510061387
目录
Chapter I. The General Theory of Stochastic Processes,
Semimartingales and Stochastic Integrals
1. Stochastic Basis, Stopping Times, Optionala-Field,Martingales
1a. Stochastic Basis
lb. Stopping Times
lc. The Optional a-Field
ld. The Localization Procedure
1e. Martingales
1f. The Discrete Case
2. Predictable a-Field, Predictable Times
2a. The Predictable a-Field
2b. Predictable Times
2c. Totally Inaccessible Stopping Times
2d. Predictable Projection
Chapter I. The General Theory of Stochastic Processes,
Semimartingales and Stochastic Integrals
1. Stochastic Basis, Stopping Times, Optional
a-Field,Martingales
1a. Stochastic Basis
lb. Stopping Times
lc. The Optional a-Field
ld. The Localization Procedure
1e. Martingales
1f. The Discrete Case
2. Predictable a-Field, Predictable Times
2a. The Predictable a-Field
2b. Predictable Times
2c. Totally Inaccessible Stopping Times
2d. Predictable Projection
2e. The Discrete Case
3. Increasing Processes
3a. Basic Properties
3b. Do, b-Meyer Deposition and Compensatorsof Increasing
Processes
3c. Lenglart Domination Property
3d. The Discrete Case
4. Semimartingales and Stochastic Integrals
4a. Locally Square-Integrable Martingales
4b. Depositions of a Local Martingale
4c. Semimartingales
4d. Construction of the Stochastic Integral
4e. Quadratic Variation ofa Semimartingale and Ito's Formula
4f. Dol6ans-Dade Exponential Formula
4g. The Discrete Case
Chapter II. Characteristics of Semimartingales and Processes with
Independent Increments
1. Random Measures
1a. General Random Measures
lb. Integer-Valued Random Measures
1c. A Fundamental Example: Poisson Measures
1d. Stochastic Integral with Respect to a Random Measure
2. Characteristics of Semimartingales
2a. Definition of the Characteristics
2b. Integrability and Characteristics
2c. A Canonical Representation for Semimartingales
2d. Characteristics and Exponential Formula
3. Some Examples
3a. The Discrete Case
3b. More on the Discrete Case
3c. The “One-Point“ Point Process and Empirical Processes
4. Semimartingales with Independent Increments
4a. Wiener Processes
4b. Poisson Processes and Poisson Random Measures
4c. Processes with Independent Increments and
Semimartingales
4d. Gaussian Martingales
5. Processes with Independent Increments
Which Are Not Semimartingales
5a. The Results
5b. The Proofs
6. Processes with Conditionally Independent Increments
7. Progressive Conditional Continuous PIIs
8. Semimartingales, Stochastic Exponential and Stochastic
Logarithm.
8a. More About Stochastic Exponential and Stochastic
Logarithm.
8b. Multiplicative Depositions and
Exponentially Special Semimartingales
Chapter III. Martingale Problems and Changes of Measures
1. Martingale Problems and Point Processes
1a. General Martingale Problems
1b. Martingale Problems and Random Measures
1c. Point Processes and Multivariate Point Processes
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