Quadratic Variation: Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory) - Softcover

 
9786130498016: Quadratic Variation: Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory)
Softcover
ISBN 10: 6130498012 ISBN 13: 9786130498016
Verlag: Betascript Publishers, 2010

Inhaltsangabe

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. A process X is said to have finite variation if it is has bounded variation over every finite time interval (with probability 1). Such processes are very common including, in particular, all continuously differentiable functions. The quadratic variation exists for all continuous finite variation processes, and is zero. This statement can be generalized to non-continuous processes. Any càdlàg finite variation process X has quadratic variation equal to the sum of the squares of the jumps of X.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. A process X is said to have finite variation if it is has bounded variation over every finite time interval (with probability 1). Such processes are very common including, in particular, all continuously differentiable functions. The quadratic variation exists for all continuous finite variation processes, and is zero. This statement can be generalized to non-continuous processes. Any càdlàg finite variation process X has quadratic variation equal to the sum of the squares of the jumps of X.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Betascript Publishers
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
6130498012
ISBN 13 
9786130498016
Einband
Tapa blanda
Anzahl der Seiten
104
Herausgeber
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar