by Allan Gut
1944
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Mesure, Théorie de la · Integrationstheorie
Measures, Integrals and Martingales
2006
Brownian motion processes · Martingales (Mathematics)
Continuous martingales and Brownian motion
1991
Stochastic integrals · Martingales (mathematics)
Introduction To Stochastic Integration
2011
Martingales (Mathematics) · Measure theory
Probabilités et potentiel
1975
Diffusion processes · Martingales (Mathematics)
Diffusions, Markov processes, and martingales
1994
Failure time data analysis · Point processes
Counting processes and survival analysis
2005
Convergence · Martingales (Mathematics)
Stopping time techniques for analysts and probabilists
1984
Martingales (Mathematics) · Stochastic differential equations
Stochastic integration and differential equations
1990
Mathematics · Distribution (Probability theory)
Pde And Martingale Methods In Option Pricing
Martingales (Mathematics) · Set functions
Derivation and Martingales
1970
Control · Control theory
Control and Dynamic Systems
1985
Geometry · Mathematical models
The fractal geometry of nature
1982
Probabilities · Stochastic processes
Probability and stochastic processes
1998
Probabilities · Textbooks
Fundamentals of probability
1996
Estimation theory · Capital market
Pathwise Estimation and Inference for Diffusion Market Models
2019
Stochastic processes · Mathematics
Discrete stochastic processes and optimal filtering
2008
Probabilities · Bayesian analysis
Introduction to probability models
1972
Stochastic processes · Textbooks
Probability, Statistics, and Stochastic Processes